NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	44.81	43.27	-1.54	-3.4%	46.86
High	45.34	43.87	-1.47	-3.2%	46.94
Low	42.69	42.80	0.11	0.3%	43.70
Close	43.08	43.30	0.22	0.5%	43.87
Range	2.65	1.07	-1.58	-59.6%	3.24
ATR	1.72	1.68	-0.05	-2.7%	0.00
Volume	538,005	492,271	-45,734	-8.5%	1,785,244

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.53	45.99	43.89
R3	45.46	44.92	43.59
R2	44.39	44.39	43.50
R1	43.85	43.85	43.40	44.12
PP	43.32	43.32	43.32	43.46
S1	42.78	42.78	43.20	43.05
S2	42.25	42.25	43.10
S3	41.18	41.71	43.01
S4	40.11	40.64	42.71

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	45.34	42.69	2.65	6.1%	1.58	3.7%	23%	False	False	456,551
10	49.36	42.69	6.67	15.4%	1.55	3.6%	9%	False	False	388,908
20	52.54	42.69	9.85	22.7%	1.51	3.5%	6%	False	False	337,354
40	62.20	42.69	19.51	45.1%	1.71	4.0%	3%	False	False	220,425
60	62.51	42.69	19.82	45.8%	1.69	3.9%	3%	False	False	167,021
80	64.45	42.69	21.76	50.3%	1.68	3.9%	3%	False	False	135,239
100	64.45	42.69	21.76	50.3%	1.74	4.0%	3%	False	False	115,897
120	64.45	42.69	21.76	50.3%	1.74	4.0%	3%	False	False	101,466

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

Fibonacci Retracements and Extensions
4.250	48.42
2.618	46.67
1.618	45.60
1.000	44.94
0.618	44.53
HIGH	43.87
0.618	43.46
0.500	43.34
0.382	43.21
LOW	42.80
0.618	42.14
1.000	41.73
1.618	41.07
2.618	40.00
4.250	38.25

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	43.34	44.02
PP	43.32	43.78
S1	43.31	43.54

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

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