NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	41.83	42.07	0.24	0.6%	44.88
High	42.39	42.61	0.22	0.5%	45.05
Low	41.30	40.60	-0.70	-1.7%	41.30
Close	42.33	40.84	-1.49	-3.5%	42.33
Range	1.09	2.01	0.92	84.4%	3.75
ATR	1.50	1.54	0.04	2.4%	0.00
Volume	115,016	168,088	53,072	46.1%	518,386

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.38	46.12	41.95
R3	45.37	44.11	41.39
R2	43.36	43.36	41.21
R1	42.10	42.10	41.02	41.73
PP	41.35	41.35	41.35	41.16
S1	40.09	40.09	40.66	39.72
S2	39.34	39.34	40.47
S3	37.33	38.08	40.29
S4	35.32	36.07	39.73

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	44.11	40.60	3.51	8.6%	1.35	3.3%	7%	False	True	122,931
10	46.99	40.60	6.39	15.6%	1.34	3.3%	4%	False	True	100,816
20	50.62	40.60	10.02	24.5%	1.60	3.9%	2%	False	True	82,361
40	53.02	40.60	12.42	30.4%	1.59	3.9%	2%	False	True	58,807
60	53.02	40.60	12.42	30.4%	1.50	3.7%	2%	False	True	45,978
80	53.02	40.60	12.42	30.4%	1.51	3.7%	2%	False	True	38,992
100	53.02	39.08	13.94	34.1%	1.44	3.5%	13%	False	False	33,766
120	53.02	35.44	17.58	43.0%	1.45	3.6%	31%	False	False	29,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	51.15
2.618	47.87
1.618	45.86
1.000	44.62
0.618	43.85
HIGH	42.61
0.618	41.84
0.500	41.61
0.382	41.37
LOW	40.60
0.618	39.36
1.000	38.59
1.618	37.35
2.618	35.34
4.250	32.06

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	41.61	41.75
PP	41.35	41.45
S1	41.10	41.14

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

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