NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	44.44	46.60	2.16	4.9%	44.80
High	46.72	47.41	0.69	1.5%	47.41
Low	44.09	46.12	2.03	4.6%	44.09
Close	46.38	47.20	0.82	1.8%	47.20
Range	2.63	1.29	-1.34	-51.0%	3.32
ATR	1.53	1.51	-0.02	-1.1%	0.00
Volume	23,648	19,750	-3,898	-16.5%	125,357

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.78	50.28	47.91
R3	49.49	48.99	47.55
R2	48.20	48.20	47.44
R1	47.70	47.70	47.32	47.95
PP	46.91	46.91	46.91	47.04
S1	46.41	46.41	47.08	46.66
S2	45.62	45.62	46.96
S3	44.33	45.12	46.85
S4	43.04	43.83	46.49

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.19	55.02	49.03
R3	52.87	51.70	48.11
R2	49.55	49.55	47.81
R1	48.38	48.38	47.50	48.97
PP	46.23	46.23	46.23	46.53
S1	45.06	45.06	46.90	45.65
S2	42.91	42.91	46.59
S3	39.59	41.74	46.29
S4	36.27	38.42	45.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.41	44.09	3.32	7.0%	1.62	3.4%	94%	True	False	25,071
10	47.41	42.34	5.07	10.7%	1.59	3.4%	96%	True	False	21,508
20	49.28	42.34	6.94	14.7%	1.40	3.0%	70%	False	False	18,204
40	52.66	42.34	10.32	21.9%	1.57	3.3%	47%	False	False	16,711
60	53.72	42.34	11.38	24.1%	1.38	2.9%	43%	False	False	13,488

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	0.46
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	52.89
2.618	50.79
1.618	49.50
1.000	48.70
0.618	48.21
HIGH	47.41
0.618	46.92
0.500	46.77
0.382	46.61
LOW	46.12
0.618	45.32
1.000	44.83
1.618	44.03
2.618	42.74
4.250	40.64

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	47.06	46.72
PP	46.91	46.23
S1	46.77	45.75

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

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