NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	40.98	41.03	0.05	0.1%	42.84
High	41.81	41.40	-0.41	-1.0%	43.38
Low	40.50	39.86	-0.64	-1.6%	39.86
Close	41.32	40.45	-0.87	-2.1%	40.45
Range	1.31	1.54	0.23	17.6%	3.52
ATR	1.61	1.61	-0.01	-0.3%	0.00
Volume	380,433	377,181	-3,252	-0.9%	1,676,754

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	45.19	44.36	41.30
R3	43.65	42.82	40.87
R2	42.11	42.11	40.73
R1	41.28	41.28	40.59	40.93
PP	40.57	40.57	40.57	40.39
S1	39.74	39.74	40.31	39.39
S2	39.03	39.03	40.17
S3	37.49	38.20	40.03
S4	35.95	36.66	39.60

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.79	49.64	42.39
R3	48.27	46.12	41.42
R2	44.75	44.75	41.10
R1	42.60	42.60	40.77	41.92
PP	41.23	41.23	41.23	40.89
S1	39.08	39.08	40.13	38.40
S2	37.71	37.71	39.80
S3	34.19	35.56	39.48
S4	30.67	32.04	38.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.38	39.86	3.52	8.7%	1.52	3.8%	17%	False	True	335,350
10	46.01	39.86	6.15	15.2%	1.62	4.0%	10%	False	True	294,964
20	49.91	39.86	10.05	24.8%	1.57	3.9%	6%	False	True	191,831
40	60.52	39.86	20.66	51.1%	1.66	4.1%	3%	False	True	118,073
60	62.65	39.86	22.79	56.3%	1.63	4.0%	3%	False	True	88,036
80	64.74	39.86	24.88	61.5%	1.62	4.0%	2%	False	True	71,226
100	64.74	39.86	24.88	61.5%	1.65	4.1%	2%	False	True	60,553
120	64.74	39.86	24.88	61.5%	1.64	4.1%	2%	False	True	52,545

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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.95
2.618	45.43
1.618	43.89
1.000	42.94
0.618	42.35
HIGH	41.40
0.618	40.81
0.500	40.63
0.382	40.45
LOW	39.86
0.618	38.91
1.000	38.32
1.618	37.37
2.618	35.83
4.250	33.32

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	40.63	41.52
PP	40.57	41.16
S1	40.51	40.81

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

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