NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	54.78	52.88	-1.90	-3.5%	56.44
High	54.78	53.42	-1.36	-2.5%	56.44
Low	52.52	52.10	-0.42	-0.8%	51.69
Close	52.72	52.17	-0.55	-1.0%	54.13
Range	2.26	1.32	-0.94	-41.6%	4.75
ATR	1.91	1.87	-0.04	-2.2%	0.00
Volume	31,782	26,082	-5,700	-17.9%	142,173

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.52	55.67	52.90
R3	55.20	54.35	52.53
R2	53.88	53.88	52.41
R1	53.03	53.03	52.29	52.80
PP	52.56	52.56	52.56	52.45
S1	51.71	51.71	52.05	51.48
S2	51.24	51.24	51.93
S3	49.92	50.39	51.81
S4	48.60	49.07	51.44

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.34	65.98	56.74
R3	63.59	61.23	55.44
R2	58.84	58.84	55.00
R1	56.48	56.48	54.57	55.29
PP	54.09	54.09	54.09	53.49
S1	51.73	51.73	53.69	50.54
S2	49.34	49.34	53.26
S3	44.59	46.98	52.82
S4	39.84	42.23	51.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.06	52.10	2.96	5.7%	1.91	3.7%	2%	False	True	26,747
10	59.00	51.69	7.31	14.0%	2.06	3.9%	7%	False	False	27,393
20	62.41	51.69	10.72	20.5%	1.76	3.4%	4%	False	False	22,861
40	62.87	51.69	11.18	21.4%	1.65	3.2%	4%	False	False	20,841
60	65.03	51.69	13.34	25.6%	1.60	3.1%	4%	False	False	18,094
80	65.03	51.69	13.34	25.6%	1.61	3.1%	4%	False	False	16,079
100	65.03	51.33	13.70	26.3%	1.59	3.0%	6%	False	False	14,360

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	59.03
2.618	56.88
1.618	55.56
1.000	54.74
0.618	54.24
HIGH	53.42
0.618	52.92
0.500	52.76
0.382	52.60
LOW	52.10
0.618	51.28
1.000	50.78
1.618	49.96
2.618	48.64
4.250	46.49

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	52.76	53.44
PP	52.56	53.02
S1	52.37	52.59

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

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