NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	42.61	41.83	-0.78	-1.8%	44.88
High	42.90	42.39	-0.51	-1.2%	45.05
Low	41.76	41.30	-0.46	-1.1%	41.30
Close	41.86	42.33	0.47	1.1%	42.33
Range	1.14	1.09	-0.05	-4.4%	3.75
ATR	1.53	1.50	-0.03	-2.1%	0.00
Volume	94,814	115,016	20,202	21.3%	518,386

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.28	44.89	42.93
R3	44.19	43.80	42.63
R2	43.10	43.10	42.53
R1	42.71	42.71	42.43	42.91
PP	42.01	42.01	42.01	42.10
S1	41.62	41.62	42.23	41.82
S2	40.92	40.92	42.13
S3	39.83	40.53	42.03
S4	38.74	39.44	41.73

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.14	51.99	44.39
R3	50.39	48.24	43.36
R2	46.64	46.64	43.02
R1	44.49	44.49	42.67	43.69
PP	42.89	42.89	42.89	42.50
S1	40.74	40.74	41.99	39.94
S2	39.14	39.14	41.64
S3	35.39	36.99	41.30
S4	31.64	33.24	40.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.05	41.30	3.75	8.9%	1.22	2.9%	27%	False	True	103,677
10	47.41	41.30	6.11	14.4%	1.27	3.0%	17%	False	True	88,001
20	50.62	41.30	9.32	22.0%	1.57	3.7%	11%	False	True	75,886
40	53.02	41.30	11.72	27.7%	1.56	3.7%	9%	False	True	54,944
60	53.02	41.30	11.72	27.7%	1.50	3.5%	9%	False	True	43,602
80	53.02	40.34	12.68	30.0%	1.50	3.5%	16%	False	False	37,086
100	53.02	39.08	13.94	32.9%	1.43	3.4%	23%	False	False	32,198
120	53.02	35.44	17.58	41.5%	1.46	3.5%	39%	False	False	28,563

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	0.39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	47.02
2.618	45.24
1.618	44.15
1.000	43.48
0.618	43.06
HIGH	42.39
0.618	41.97
0.500	41.85
0.382	41.72
LOW	41.30
0.618	40.63
1.000	40.21
1.618	39.54
2.618	38.45
4.250	36.67

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	42.17	42.61
PP	42.01	42.52
S1	41.85	42.42

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

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