NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	48.14	49.70	1.56	3.2%	51.81
High	50.24	49.84	-0.40	-0.8%	52.11
Low	48.14	47.80	-0.34	-0.7%	47.82
Close	50.12	47.99	-2.13	-4.2%	48.44
Range	2.10	2.04	-0.06	-2.9%	4.29
ATR	1.69	1.73	0.05	2.7%	0.00
Volume	29,857	19,387	-10,470	-35.1%	61,589

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.66	53.37	49.11
R3	52.62	51.33	48.55
R2	50.58	50.58	48.36
R1	49.29	49.29	48.18	48.92
PP	48.54	48.54	48.54	48.36
S1	47.25	47.25	47.80	46.88
S2	46.50	46.50	47.62
S3	44.46	45.21	47.43
S4	42.42	43.17	46.87

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.33	59.67	50.80
R3	58.04	55.38	49.62
R2	53.75	53.75	49.23
R1	51.09	51.09	48.83	50.28
PP	49.46	49.46	49.46	49.05
S1	46.80	46.80	48.05	45.99
S2	45.17	45.17	47.65
S3	40.88	42.51	47.26
S4	36.59	38.22	46.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.07	47.63	3.44	7.2%	1.91	4.0%	10%	False	False	21,593
10	52.66	47.63	5.03	10.5%	1.88	3.9%	7%	False	False	18,197
20	52.66	47.63	5.03	10.5%	1.75	3.7%	7%	False	False	14,276
40	53.72	47.63	6.09	12.7%	1.37	2.8%	6%	False	False	10,500

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.51
2.618	55.18
1.618	53.14
1.000	51.88
0.618	51.10
HIGH	49.84
0.618	49.06
0.500	48.82
0.382	48.58
LOW	47.80
0.618	46.54
1.000	45.76
1.618	44.50
2.618	42.46
4.250	39.13

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	48.82	48.94
PP	48.54	48.62
S1	48.27	48.31

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

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