NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	43.41	42.61	-0.80	-1.8%	47.23
High	43.92	42.90	-1.02	-2.3%	47.41
Low	42.39	41.76	-0.63	-1.5%	44.42
Close	42.61	41.86	-0.75	-1.8%	44.88
Range	1.53	1.14	-0.39	-25.5%	2.99
ATR	1.56	1.53	-0.03	-1.9%	0.00
Volume	132,822	94,814	-38,008	-28.6%	361,628

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.59	44.87	42.49
R3	44.45	43.73	42.17
R2	43.31	43.31	42.07
R1	42.59	42.59	41.96	42.38
PP	42.17	42.17	42.17	42.07
S1	41.45	41.45	41.76	41.24
S2	41.03	41.03	41.65
S3	39.89	40.31	41.55
S4	38.75	39.17	41.23

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.54	52.70	46.52
R3	51.55	49.71	45.70
R2	48.56	48.56	45.43
R1	46.72	46.72	45.15	46.15
PP	45.57	45.57	45.57	45.28
S1	43.73	43.73	44.61	43.16
S2	42.58	42.58	44.33
S3	39.59	40.74	44.06
S4	36.60	37.75	43.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.64	41.76	3.88	9.3%	1.25	3.0%	3%	False	True	94,282
10	47.67	41.76	5.91	14.1%	1.29	3.1%	2%	False	True	81,037
20	50.85	41.76	9.09	21.7%	1.59	3.8%	1%	False	True	73,613
40	53.02	41.76	11.26	26.9%	1.57	3.8%	1%	False	True	52,569
60	53.02	41.76	11.26	26.9%	1.50	3.6%	1%	False	True	41,983
80	53.02	40.02	13.00	31.1%	1.50	3.6%	14%	False	False	35,826
100	53.02	39.08	13.94	33.3%	1.44	3.4%	20%	False	False	31,147
120	53.02	35.44	17.58	42.0%	1.46	3.5%	37%	False	False	27,744

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.75
2.618	45.88
1.618	44.74
1.000	44.04
0.618	43.60
HIGH	42.90
0.618	42.46
0.500	42.33
0.382	42.20
LOW	41.76
0.618	41.06
1.000	40.62
1.618	39.92
2.618	38.78
4.250	36.92

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	42.33	42.94
PP	42.17	42.58
S1	42.02	42.22

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These figures are updated between 7pm and 10pm EST after a trading day.

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