NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	43.38	44.07	0.69	1.6%	43.67
High	44.28	44.35	0.07	0.2%	44.35
Low	42.61	43.37	0.76	1.8%	41.58
Close	44.20	44.12	-0.08	-0.2%	44.12
Range	1.67	0.98	-0.69	-41.3%	2.77
ATR	1.56	1.52	-0.04	-2.7%	0.00
Volume	100,300	70,332	-29,968	-29.9%	366,266

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.89	46.48	44.66
R3	45.91	45.50	44.39
R2	44.93	44.93	44.30
R1	44.52	44.52	44.21	44.73
PP	43.95	43.95	43.95	44.05
S1	43.54	43.54	44.03	43.75
S2	42.97	42.97	43.94
S3	41.99	42.56	43.85
S4	41.01	41.58	43.58

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.66	50.66	45.64
R3	48.89	47.89	44.88
R2	46.12	46.12	44.63
R1	45.12	45.12	44.37	45.62
PP	43.35	43.35	43.35	43.60
S1	42.35	42.35	43.87	42.85
S2	40.58	40.58	43.61
S3	37.81	39.58	43.36
S4	35.04	36.81	42.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.35	41.58	2.77	6.3%	1.62	3.7%	92%	True	False	73,253
10	46.46	41.58	4.88	11.1%	1.41	3.2%	52%	False	False	68,775
20	49.72	41.58	8.14	18.4%	1.42	3.2%	31%	False	False	68,727
40	52.82	41.58	11.24	25.5%	1.62	3.7%	23%	False	False	70,900
60	53.62	41.58	12.04	27.3%	1.46	3.3%	21%	False	False	65,017
80	53.62	41.43	12.19	27.6%	1.53	3.5%	22%	False	False	63,600

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	0.46
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	48.52
2.618	46.92
1.618	45.94
1.000	45.33
0.618	44.96
HIGH	44.35
0.618	43.98
0.500	43.86
0.382	43.74
LOW	43.37
0.618	42.76
1.000	42.39
1.618	41.78
2.618	40.80
4.250	39.21

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	44.03	43.74
PP	43.95	43.35
S1	43.86	42.97

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

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