NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	49.57	50.76	1.19	2.4%	47.32
High	50.91	51.13	0.22	0.4%	51.13
Low	49.42	50.35	0.93	1.9%	47.09
Close	50.79	50.89	0.10	0.2%	50.89
Range	1.49	0.78	-0.71	-47.7%	4.04
ATR	1.47	1.42	-0.05	-3.4%	0.00
Volume	27,484	32,855	5,371	19.5%	143,118

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.13	52.79	51.32
R3	52.35	52.01	51.10
R2	51.57	51.57	51.03
R1	51.23	51.23	50.96	51.40
PP	50.79	50.79	50.79	50.88
S1	50.45	50.45	50.82	50.62
S2	50.01	50.01	50.75
S3	49.23	49.67	50.68
S4	48.45	48.89	50.46

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	61.82	60.40	53.11
R3	57.78	56.36	52.00
R2	53.74	53.74	51.63
R1	52.32	52.32	51.26	53.03
PP	49.70	49.70	49.70	50.06
S1	48.28	48.28	50.52	48.99
S2	45.66	45.66	50.15
S3	41.62	44.24	49.78
S4	37.58	40.20	48.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.13	47.09	4.04	7.9%	1.24	2.4%	94%	True	False	28,623
10	51.13	44.09	7.04	13.8%	1.43	2.8%	97%	True	False	26,847
20	51.13	42.34	8.79	17.3%	1.40	2.8%	97%	True	False	21,840
40	52.66	42.34	10.32	20.3%	1.54	3.0%	83%	False	False	19,198
60	53.72	42.34	11.38	22.4%	1.40	2.8%	75%	False	False	15,445

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 47 trading days

Fibonacci Retracements and Extensions
4.250	54.45
2.618	53.17
1.618	52.39
1.000	51.91
0.618	51.61
HIGH	51.13
0.618	50.83
0.500	50.74
0.382	50.65
LOW	50.35
0.618	49.87
1.000	49.57
1.618	49.09
2.618	48.31
4.250	47.04

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	50.84	50.55
PP	50.79	50.20
S1	50.74	49.86

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

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