NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	38.18	39.69	1.51	4.0%	42.84
High	39.89	39.86	-0.03	-0.1%	43.38
Low	38.16	38.52	0.36	0.9%	39.86
Close	39.31	38.60	-0.71	-1.8%	40.45
Range	1.73	1.34	-0.39	-22.5%	3.52
ATR	1.69	1.67	-0.03	-1.5%	0.00
Volume	375,650	368,722	-6,928	-1.8%	1,676,754

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	43.01	42.15	39.34
R3	41.67	40.81	38.97
R2	40.33	40.33	38.85
R1	39.47	39.47	38.72	39.23
PP	38.99	38.99	38.99	38.88
S1	38.13	38.13	38.48	37.89
S2	37.65	37.65	38.35
S3	36.31	36.79	38.23
S4	34.97	35.45	37.86

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	41.81	37.75	4.06	10.5%	1.73	4.5%	21%	False	False	394,070
10	44.48	37.75	6.73	17.4%	1.66	4.3%	13%	False	False	333,780
20	49.73	37.75	11.98	31.0%	1.60	4.1%	7%	False	False	244,469
40	59.57	37.75	21.82	56.5%	1.70	4.4%	4%	False	False	146,937
60	62.65	37.75	24.90	64.5%	1.63	4.2%	3%	False	False	106,766
80	64.74	37.75	26.99	69.9%	1.65	4.3%	3%	False	False	85,580
100	64.74	37.75	26.99	69.9%	1.63	4.2%	3%	False	False	72,273
120	64.74	37.75	26.99	69.9%	1.66	4.3%	3%	False	False	62,285

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	45.56
2.618	43.37
1.618	42.03
1.000	41.20
0.618	40.69
HIGH	39.86
0.618	39.35
0.500	39.19
0.382	39.03
LOW	38.52
0.618	37.69
1.000	37.18
1.618	36.35
2.618	35.01
4.250	32.83

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	39.19	39.11
PP	38.99	38.94
S1	38.80	38.77

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

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