NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	48.80	49.36	0.56	1.1%	50.67
High	49.46	50.43	0.97	2.0%	50.67
Low	48.44	48.91	0.47	1.0%	48.44
Close	49.35	49.63	0.28	0.6%	49.63
Range	1.02	1.52	0.50	49.0%	2.23
ATR	1.43	1.44	0.01	0.4%	0.00
Volume	24,390	28,781	4,391	18.0%	139,245

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.22	53.44	50.47
R3	52.70	51.92	50.05
R2	51.18	51.18	49.91
R1	50.40	50.40	49.77	50.79
PP	49.66	49.66	49.66	49.85
S1	48.88	48.88	49.49	49.27
S2	48.14	48.14	49.35
S3	46.62	47.36	49.21
S4	45.10	45.84	48.79

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.27	55.18	50.86
R3	54.04	52.95	50.24
R2	51.81	51.81	50.04
R1	50.72	50.72	49.83	50.15
PP	49.58	49.58	49.58	49.30
S1	48.49	48.49	49.43	47.92
S2	47.35	47.35	49.22
S3	45.12	46.26	49.02
S4	42.89	44.03	48.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.67	48.44	2.23	4.5%	1.36	2.7%	53%	False	False	27,849
10	51.13	47.09	4.04	8.1%	1.30	2.6%	63%	False	False	28,236
20	51.13	42.34	8.79	17.7%	1.45	2.9%	83%	False	False	24,872
40	52.11	42.34	9.77	19.7%	1.47	3.0%	75%	False	False	20,858
60	53.72	42.34	11.38	22.9%	1.43	2.9%	64%	False	False	17,314
80	53.72	42.34	11.38	22.9%	1.37	2.8%	64%	False	False	14,755

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	56.89
2.618	54.41
1.618	52.89
1.000	51.95
0.618	51.37
HIGH	50.43
0.618	49.85
0.500	49.67
0.382	49.49
LOW	48.91
0.618	47.97
1.000	47.39
1.618	46.45
2.618	44.93
4.250	42.45

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	49.67	49.57
PP	49.66	49.50
S1	49.64	49.44

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

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