NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	41.33	42.64	1.31	3.2%	45.59
High	42.71	43.58	0.87	2.0%	45.77
Low	40.77	41.91	1.14	2.8%	42.03
Close	42.35	43.47	1.12	2.6%	43.09
Range	1.94	1.67	-0.27	-13.9%	3.74
ATR	1.55	1.56	0.01	0.6%	0.00
Volume	63,711	75,261	11,550	18.1%	194,865

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.00	47.40	44.39
R3	46.33	45.73	43.93
R2	44.66	44.66	43.78
R1	44.06	44.06	43.62	44.36
PP	42.99	42.99	42.99	43.14
S1	42.39	42.39	43.32	42.69
S2	41.32	41.32	43.16
S3	39.65	40.72	43.01
S4	37.98	39.05	42.55

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.85	52.71	45.15
R3	51.11	48.97	44.12
R2	47.37	47.37	43.78
R1	45.23	45.23	43.43	44.43
PP	43.63	43.63	43.63	43.23
S1	41.49	41.49	42.75	40.69
S2	39.89	39.89	42.40
S3	36.15	37.75	42.06
S4	32.41	34.01	41.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.58	40.77	2.81	6.5%	1.66	3.8%	96%	True	False	54,739
10	46.34	40.77	5.57	12.8%	1.44	3.3%	48%	False	False	45,555
20	49.06	40.77	8.29	19.1%	1.43	3.3%	33%	False	False	41,714
40	53.39	40.77	12.62	29.0%	1.60	3.7%	21%	False	False	32,827
60	53.39	40.77	12.62	29.0%	1.45	3.3%	21%	False	False	26,831
80	53.39	40.77	12.62	29.0%	1.45	3.3%	21%	False	False	23,617
100	53.39	39.40	13.99	32.2%	1.39	3.2%	29%	False	False	20,980

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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.68
2.618	47.95
1.618	46.28
1.000	45.25
0.618	44.61
HIGH	43.58
0.618	42.94
0.500	42.75
0.382	42.55
LOW	41.91
0.618	40.88
1.000	40.24
1.618	39.21
2.618	37.54
4.250	34.81

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	43.23	43.04
PP	42.99	42.61
S1	42.75	42.18

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

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