NYMEX Light Sweet Crude Oil Future October 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	45.51	44.08	-1.43	-3.1%	47.28
High	46.01	44.64	-1.37	-3.0%	47.32
Low	43.53	43.55	0.02	0.0%	44.20
Close	43.87	44.01	0.14	0.3%	44.36
Range	2.48	1.09	-1.39	-56.0%	3.12
ATR	1.69	1.65	-0.04	-2.5%	0.00
Volume	293,755	273,263	-20,492	-7.0%	614,846

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.34	46.76	44.61
R3	46.25	45.67	44.31
R2	45.16	45.16	44.21
R1	44.58	44.58	44.11	44.33
PP	44.07	44.07	44.07	43.94
S1	43.49	43.49	43.91	43.24
S2	42.98	42.98	43.81
S3	41.89	42.40	43.71
S4	40.80	41.31	43.41

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.65	52.63	46.08
R3	51.53	49.51	45.22
R2	48.41	48.41	44.93
R1	46.39	46.39	44.65	45.84
PP	45.29	45.29	45.29	45.02
S1	43.27	43.27	44.07	42.72
S2	42.17	42.17	43.79
S3	39.05	40.15	43.50
S4	35.93	37.03	42.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.01	43.53	2.48	5.6%	1.57	3.6%	19%	False	False	234,177
10	49.73	43.53	6.20	14.1%	1.53	3.5%	8%	False	False	155,158
20	52.88	43.53	9.35	21.2%	1.49	3.4%	5%	False	False	103,093
40	62.41	43.53	18.88	42.9%	1.67	3.8%	3%	False	False	69,852
60	62.65	43.53	19.12	43.4%	1.64	3.7%	3%	False	False	55,234
80	64.74	43.53	21.21	48.2%	1.62	3.7%	2%	False	False	46,385
100	64.74	43.53	21.21	48.2%	1.65	3.7%	2%	False	False	40,172
120	64.74	43.53	21.21	48.2%	1.64	3.7%	2%	False	False	35,433

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	0.34
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	49.27
2.618	47.49
1.618	46.40
1.000	45.73
0.618	45.31
HIGH	44.64
0.618	44.22
0.500	44.10
0.382	43.97
LOW	43.55
0.618	42.88
1.000	42.46
1.618	41.79
2.618	40.70
4.250	38.92

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	44.10	44.77
PP	44.07	44.52
S1	44.04	44.26

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

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