NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	48.70	48.60	-0.10	-0.2%	50.19
High	49.79	48.61	-1.18	-2.4%	50.20
Low	48.27	47.94	-0.33	-0.7%	47.77
Close	48.98	48.29	-0.69	-1.4%	48.98
Range	1.52	0.67	-0.85	-55.9%	2.43
ATR	1.49	1.46	-0.03	-2.2%	0.00
Volume	75,616	53,935	-21,681	-28.7%	403,362

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.29	49.96	48.66
R3	49.62	49.29	48.47
R2	48.95	48.95	48.41
R1	48.62	48.62	48.35	48.45
PP	48.28	48.28	48.28	48.20
S1	47.95	47.95	48.23	47.78
S2	47.61	47.61	48.17
S3	46.94	47.28	48.11
S4	46.27	46.61	47.92

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.27	55.06	50.32
R3	53.84	52.63	49.65
R2	51.41	51.41	49.43
R1	50.20	50.20	49.20	49.59
PP	48.98	48.98	48.98	48.68
S1	47.77	47.77	48.76	47.16
S2	46.55	46.55	48.53
S3	44.12	45.34	48.31
S4	41.69	42.91	47.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.79	47.77	2.02	4.2%	1.23	2.5%	26%	False	False	77,103
10	50.59	47.33	3.26	6.8%	1.28	2.7%	29%	False	False	80,018
20	50.59	41.58	9.01	18.7%	1.45	3.0%	74%	False	False	78,785
40	51.75	41.58	10.17	21.1%	1.51	3.1%	66%	False	False	74,653
60	53.62	41.58	12.04	24.9%	1.54	3.2%	56%	False	False	72,280
80	53.62	41.58	12.04	24.9%	1.49	3.1%	56%	False	False	68,257
100	53.62	41.35	12.27	25.4%	1.51	3.1%	57%	False	False	66,897

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	0.32
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	51.46
2.618	50.36
1.618	49.69
1.000	49.28
0.618	49.02
HIGH	48.61
0.618	48.35
0.500	48.28
0.382	48.20
LOW	47.94
0.618	47.53
1.000	47.27
1.618	46.86
2.618	46.19
4.250	45.09

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	48.29	48.78
PP	48.28	48.62
S1	48.28	48.45

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

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