NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	41.87	42.55	0.68	1.6%	42.07
High	42.81	42.85	0.04	0.1%	42.85
Low	41.16	41.81	0.65	1.6%	39.96
Close	42.69	42.57	-0.12	-0.3%	42.57
Range	1.65	1.04	-0.61	-37.0%	2.89
ATR	1.58	1.54	-0.04	-2.4%	0.00
Volume	195,416	215,855	20,439	10.5%	892,181

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.53	45.09	43.14
R3	44.49	44.05	42.86
R2	43.45	43.45	42.76
R1	43.01	43.01	42.67	43.23
PP	42.41	42.41	42.41	42.52
S1	41.97	41.97	42.47	42.19
S2	41.37	41.37	42.38
S3	40.33	40.93	42.28
S4	39.29	39.89	42.00

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.46	49.41	44.16
R3	47.57	46.52	43.36
R2	44.68	44.68	43.10
R1	43.63	43.63	42.83	44.16
PP	41.79	41.79	41.79	42.06
S1	40.74	40.74	42.31	41.27
S2	38.90	38.90	42.04
S3	36.01	37.85	41.78
S4	33.12	34.96	40.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.85	39.96	2.89	6.8%	1.67	3.9%	90%	True	False	178,436
10	45.05	39.96	5.09	12.0%	1.44	3.4%	51%	False	False	141,056
20	48.37	39.96	8.41	19.8%	1.44	3.4%	31%	False	False	107,673
40	52.09	39.96	12.13	28.5%	1.63	3.8%	22%	False	False	74,437
60	53.02	39.96	13.06	30.7%	1.47	3.4%	20%	False	False	56,202
80	53.02	39.96	13.06	30.7%	1.52	3.6%	20%	False	False	47,021
100	53.02	39.08	13.94	32.7%	1.46	3.4%	25%	False	False	40,618
120	53.02	36.98	16.04	37.7%	1.45	3.4%	35%	False	False	35,360

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.47
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	47.27
2.618	45.57
1.618	44.53
1.000	43.89
0.618	43.49
HIGH	42.85
0.618	42.45
0.500	42.33
0.382	42.21
LOW	41.81
0.618	41.17
1.000	40.77
1.618	40.13
2.618	39.09
4.250	37.39

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	42.49	42.18
PP	42.41	41.79
S1	42.33	41.41

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

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