NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	43.27	43.34	0.07	0.2%	46.86
High	43.87	43.72	-0.15	-0.3%	46.94
Low	42.80	41.91	-0.89	-2.1%	43.70
Close	43.30	42.23	-1.07	-2.5%	43.87
Range	1.07	1.81	0.74	69.2%	3.24
ATR	1.68	1.68	0.01	0.6%	0.00
Volume	492,271	420,146	-72,125	-14.7%	1,785,244

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.05	46.95	43.23
R3	46.24	45.14	42.73
R2	44.43	44.43	42.56
R1	43.33	43.33	42.40	42.98
PP	42.62	42.62	42.62	42.44
S1	41.52	41.52	42.06	41.17
S2	40.81	40.81	41.90
S3	39.00	39.71	41.73
S4	37.19	37.90	41.23

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	41.91	3.43	8.1%	1.73	4.1%	9%	False	True	468,385
10	48.62	41.91	6.71	15.9%	1.63	3.9%	5%	False	True	406,157
20	51.58	41.91	9.67	22.9%	1.54	3.6%	3%	False	True	348,068
40	61.87	41.91	19.96	47.3%	1.70	4.0%	2%	False	True	229,276
60	62.51	41.91	20.60	48.8%	1.68	4.0%	2%	False	True	173,470
80	64.45	41.91	22.54	53.4%	1.68	4.0%	1%	False	True	140,112
100	64.45	41.91	22.54	53.4%	1.74	4.1%	1%	False	True	119,850
120	64.45	41.91	22.54	53.4%	1.74	4.1%	1%	False	True	104,778

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.41
2.618	48.46
1.618	46.65
1.000	45.53
0.618	44.84
HIGH	43.72
0.618	43.03
0.500	42.82
0.382	42.60
LOW	41.91
0.618	40.79
1.000	40.10
1.618	38.98
2.618	37.17
4.250	34.22

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	42.82	43.63
PP	42.62	43.16
S1	42.43	42.70

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

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