NYMEX Light Sweet Crude Oil Future October 2016

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

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	47.37	47.22	-0.15	-0.3%	49.02
High	48.46	47.28	-1.18	-2.4%	49.08
Low	46.94	46.62	-0.32	-0.7%	46.42
Close	47.64	46.98	-0.66	-1.4%	47.64
Range	1.52	0.66	-0.86	-56.6%	2.66
ATR	1.52	1.49	-0.04	-2.4%	0.00
Volume	558,344	309,254	-249,090	-44.6%	2,759,815

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.94	48.62	47.34
R3	48.28	47.96	47.16
R2	47.62	47.62	47.10
R1	47.30	47.30	47.04	47.13
PP	46.96	46.96	46.96	46.88
S1	46.64	46.64	46.92	46.47
S2	46.30	46.30	46.86
S3	45.64	45.98	46.80
S4	44.98	45.32	46.62

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.69	54.33	49.10
R3	53.03	51.67	48.37
R2	50.37	50.37	48.13
R1	49.01	49.01	47.88	48.36
PP	47.71	47.71	47.71	47.39
S1	46.35	46.35	47.40	45.70
S2	45.05	45.05	47.15
S3	42.39	43.69	46.91
S4	39.73	41.03	46.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.46	46.42	2.04	4.3%	1.25	2.7%	27%	False	False	510,762
10	49.36	46.00	3.36	7.2%	1.31	2.8%	29%	False	False	476,954
20	49.36	39.96	9.40	20.0%	1.48	3.2%	75%	False	False	346,883
40	50.62	39.96	10.66	22.7%	1.54	3.3%	66%	False	False	214,622
60	53.02	39.96	13.06	27.8%	1.55	3.3%	54%	False	False	154,833
80	53.02	39.96	13.06	27.8%	1.49	3.2%	54%	False	False	121,204
100	53.02	39.96	13.06	27.8%	1.50	3.2%	54%	False	False	100,570
120	53.02	39.08	13.94	29.7%	1.44	3.1%	57%	False	False	85,952

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	0.34
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	50.09
2.618	49.01
1.618	48.35
1.000	47.94
0.618	47.69
HIGH	47.28
0.618	47.03
0.500	46.95
0.382	46.87
LOW	46.62
0.618	46.21
1.000	45.96
1.618	45.55
2.618	44.89
4.250	43.82

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	46.97	47.44
PP	46.96	47.29
S1	46.95	47.13

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

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