NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	44.17	43.29	-0.88	-2.0%	47.97
High	44.65	43.59	-1.06	-2.4%	48.08
Low	43.12	42.50	-0.62	-1.4%	45.13
Close	43.32	42.59	-0.73	-1.7%	45.59
Range	1.53	1.09	-0.44	-28.8%	2.95
ATR	1.54	1.51	-0.03	-2.1%	0.00
Volume	45,048	29,934	-15,114	-33.6%	146,707

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.16	45.47	43.19
R3	45.07	44.38	42.89
R2	43.98	43.98	42.79
R1	43.29	43.29	42.69	43.09
PP	42.89	42.89	42.89	42.80
S1	42.20	42.20	42.49	42.00
S2	41.80	41.80	42.39
S3	40.71	41.11	42.29
S4	39.62	40.02	41.99

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.12	53.30	47.21
R3	52.17	50.35	46.40
R2	49.22	49.22	46.13
R1	47.40	47.40	45.86	46.84
PP	46.27	46.27	46.27	45.98
S1	44.45	44.45	45.32	43.89
S2	43.32	43.32	45.05
S3	40.37	41.50	44.78
S4	37.42	38.55	43.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.34	42.50	3.84	9.0%	1.22	2.9%	2%	False	True	36,372
10	48.35	42.50	5.85	13.7%	1.27	3.0%	2%	False	True	33,348
20	51.39	42.50	8.89	20.9%	1.57	3.7%	1%	False	True	35,417
40	53.39	42.50	10.89	25.6%	1.54	3.6%	1%	False	True	27,771
60	53.39	42.50	10.89	25.6%	1.46	3.4%	1%	False	True	23,819
80	53.39	40.20	13.19	31.0%	1.44	3.4%	18%	False	False	21,144
100	53.39	39.40	13.99	32.8%	1.36	3.2%	23%	False	False	18,761

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.22
2.618	46.44
1.618	45.35
1.000	44.68
0.618	44.26
HIGH	43.59
0.618	43.17
0.500	43.05
0.382	42.92
LOW	42.50
0.618	41.83
1.000	41.41
1.618	40.74
2.618	39.65
4.250	37.87

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	43.05	43.67
PP	42.89	43.31
S1	42.74	42.95

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

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