NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	43.48	43.37	-0.11	-0.3%	42.07
High	44.21	44.12	-0.09	-0.2%	42.85
Low	43.21	42.17	-1.04	-2.4%	39.96
Close	43.50	42.46	-1.04	-2.4%	42.57
Range	1.00	1.95	0.95	95.0%	2.89
ATR	1.50	1.54	0.03	2.1%	0.00
Volume	243,534	255,727	12,193	5.0%	892,181

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.77	47.56	43.53
R3	46.82	45.61	43.00
R2	44.87	44.87	42.82
R1	43.66	43.66	42.64	43.29
PP	42.92	42.92	42.92	42.73
S1	41.71	41.71	42.28	41.34
S2	40.97	40.97	42.10
S3	39.02	39.76	41.92
S4	37.07	37.81	41.39

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	44.21	41.16	3.05	7.2%	1.44	3.4%	43%	False	False	232,196
10	44.21	39.96	4.25	10.0%	1.51	3.5%	59%	False	False	185,172
20	47.67	39.96	7.71	18.2%	1.38	3.3%	32%	False	False	131,229
40	51.53	39.96	11.57	27.2%	1.65	3.9%	22%	False	False	91,310
60	53.02	39.96	13.06	30.8%	1.49	3.5%	19%	False	False	67,595
80	53.02	39.96	13.06	30.8%	1.51	3.6%	19%	False	False	55,830
100	53.02	39.08	13.94	32.8%	1.47	3.5%	24%	False	False	47,502
120	53.02	36.98	16.04	37.8%	1.44	3.4%	34%	False	False	41,436

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	52.41
2.618	49.23
1.618	47.28
1.000	46.07
0.618	45.33
HIGH	44.12
0.618	43.38
0.500	43.15
0.382	42.91
LOW	42.17
0.618	40.96
1.000	40.22
1.618	39.01
2.618	37.06
4.250	33.88

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	43.15	43.19
PP	42.92	42.95
S1	42.69	42.70

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

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