NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	46.09	46.92	0.83	1.8%	43.54
High	47.27	48.06	0.79	1.7%	46.16
Low	45.76	46.69	0.93	2.0%	42.64
Close	47.10	47.92	0.82	1.7%	45.89
Range	1.51	1.37	-0.14	-9.3%	3.52
ATR	1.58	1.56	-0.01	-0.9%	0.00
Volume	66,303	54,777	-11,526	-17.4%	501,940

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.67	51.16	48.67
R3	50.30	49.79	48.30
R2	48.93	48.93	48.17
R1	48.42	48.42	48.05	48.68
PP	47.56	47.56	47.56	47.68
S1	47.05	47.05	47.79	47.31
S2	46.19	46.19	47.67
S3	44.82	45.68	47.54
S4	43.45	44.31	47.17

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.46	54.19	47.83
R3	51.94	50.67	46.86
R2	48.42	48.42	46.54
R1	47.15	47.15	46.21	47.79
PP	44.90	44.90	44.90	45.21
S1	43.63	43.63	45.57	44.27
S2	41.38	41.38	45.24
S3	37.86	40.11	44.92
S4	34.34	36.59	43.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.06	42.64	5.42	11.3%	1.77	3.7%	97%	True	False	79,231
10	48.06	40.77	7.29	15.2%	1.60	3.3%	98%	True	False	85,602
20	48.06	40.77	7.29	15.2%	1.49	3.1%	98%	True	False	62,266
40	52.00	40.77	11.23	23.4%	1.63	3.4%	64%	False	False	46,942
60	53.39	40.77	12.62	26.3%	1.49	3.1%	57%	False	False	36,669
80	53.39	40.77	12.62	26.3%	1.46	3.0%	57%	False	False	31,232
100	53.39	39.40	13.99	29.2%	1.43	3.0%	61%	False	False	27,349

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.39
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	53.88
2.618	51.65
1.618	50.28
1.000	49.43
0.618	48.91
HIGH	48.06
0.618	47.54
0.500	47.38
0.382	47.21
LOW	46.69
0.618	45.84
1.000	45.32
1.618	44.47
2.618	43.10
4.250	40.87

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	47.74	47.42
PP	47.56	46.92
S1	47.38	46.42

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

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