NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	45.50	44.11	-1.39	-3.1%	47.89
High	45.67	45.26	-0.41	-0.9%	48.11
Low	43.59	43.75	0.16	0.4%	43.59
Close	43.75	45.04	1.29	2.9%	45.04
Range	2.08	1.51	-0.57	-27.4%	4.52
ATR	1.53	1.52	0.00	-0.1%	0.00
Volume	170,369	129,611	-40,758	-23.9%	618,584

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.21	48.64	45.87
R3	47.70	47.13	45.46
R2	46.19	46.19	45.32
R1	45.62	45.62	45.18	45.91
PP	44.68	44.68	44.68	44.83
S1	44.11	44.11	44.90	44.40
S2	43.17	43.17	44.76
S3	41.66	42.60	44.62
S4	40.15	41.09	44.21

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.14	56.61	47.53
R3	54.62	52.09	46.28
R2	50.10	50.10	45.87
R1	47.57	47.57	45.45	46.58
PP	45.58	45.58	45.58	45.08
S1	43.05	43.05	44.63	42.06
S2	41.06	41.06	44.21
S3	36.54	38.53	43.80
S4	32.02	34.01	42.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.11	43.59	4.52	10.0%	1.49	3.3%	32%	False	False	123,716
10	49.62	43.59	6.03	13.4%	1.46	3.2%	24%	False	False	115,063
20	50.00	42.64	7.36	16.3%	1.48	3.3%	33%	False	False	101,120
40	50.00	40.77	9.23	20.5%	1.45	3.2%	46%	False	False	73,176
60	52.49	40.77	11.72	26.0%	1.56	3.5%	36%	False	False	56,820
80	53.39	40.77	12.62	28.0%	1.44	3.2%	34%	False	False	46,216
100	53.39	40.77	12.62	28.0%	1.46	3.2%	34%	False	False	39,831
120	53.39	39.40	13.99	31.1%	1.40	3.1%	40%	False	False	35,076

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	51.68
2.618	49.21
1.618	47.70
1.000	46.77
0.618	46.19
HIGH	45.26
0.618	44.68
0.500	44.51
0.382	44.33
LOW	43.75
0.618	42.82
1.000	42.24
1.618	41.31
2.618	39.80
4.250	37.33

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	44.86	45.32
PP	44.68	45.23
S1	44.51	45.13

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

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