NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	43.58	44.81	1.23	2.8%	46.86
High	45.01	45.34	0.33	0.7%	46.94
Low	43.35	42.69	-0.66	-1.5%	43.70
Close	44.96	43.08	-1.88	-4.2%	43.87
Range	1.66	2.65	0.99	59.6%	3.24
ATR	1.65	1.72	0.07	4.3%	0.00
Volume	491,433	538,005	46,572	9.5%	1,785,244

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.65	50.02	44.54
R3	49.00	47.37	43.81
R2	46.35	46.35	43.57
R1	44.72	44.72	43.32	44.21
PP	43.70	43.70	43.70	43.45
S1	42.07	42.07	42.84	41.56
S2	41.05	41.05	42.59
S3	38.40	39.42	42.35
S4	35.75	36.77	41.62

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.56	52.45	45.65
R3	51.32	49.21	44.76
R2	48.08	48.08	44.46
R1	45.97	45.97	44.17	45.41
PP	44.84	44.84	44.84	44.55
S1	42.73	42.73	43.57	42.17
S2	41.60	41.60	43.28
S3	38.36	39.49	42.98
S4	35.12	36.25	42.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.70	42.69	4.01	9.3%	1.74	4.0%	10%	False	True	431,562
10	49.52	42.69	6.83	15.9%	1.66	3.8%	6%	False	True	376,371
20	53.94	42.69	11.25	26.1%	1.58	3.7%	3%	False	True	321,490
40	62.20	42.69	19.51	45.3%	1.71	4.0%	2%	False	True	209,470
60	62.51	42.69	19.82	46.0%	1.70	4.0%	2%	False	True	159,276
80	64.45	42.69	21.76	50.5%	1.69	3.9%	2%	False	True	129,525
100	64.45	42.69	21.76	50.5%	1.75	4.1%	2%	False	True	111,196
120	64.45	42.69	21.76	50.5%	1.74	4.0%	2%	False	True	97,629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	56.60
2.618	52.28
1.618	49.63
1.000	47.99
0.618	46.98
HIGH	45.34
0.618	44.33
0.500	44.02
0.382	43.70
LOW	42.69
0.618	41.05
1.000	40.04
1.618	38.40
2.618	35.75
4.250	31.43

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	44.02	44.02
PP	43.70	43.70
S1	43.39	43.39

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

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