NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	52.88	52.32	-0.56	-1.1%	53.65
High	53.42	52.42	-1.00	-1.9%	54.78
Low	52.10	51.44	-0.66	-1.3%	51.44
Close	52.17	52.13	-0.04	-0.1%	52.13
Range	1.32	0.98	-0.34	-25.8%	3.34
ATR	1.87	1.81	-0.06	-3.4%	0.00
Volume	26,082	19,952	-6,130	-23.5%	127,172

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.94	54.51	52.67
R3	53.96	53.53	52.40
R2	52.98	52.98	52.31
R1	52.55	52.55	52.22	52.28
PP	52.00	52.00	52.00	51.86
S1	51.57	51.57	52.04	51.30
S2	51.02	51.02	51.95
S3	50.04	50.59	51.86
S4	49.06	49.61	51.59

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.80	60.81	53.97
R3	59.46	57.47	53.05
R2	56.12	56.12	52.74
R1	54.13	54.13	52.44	53.46
PP	52.78	52.78	52.78	52.45
S1	50.79	50.79	51.82	50.12
S2	49.44	49.44	51.52
S3	46.10	47.45	51.21
S4	42.76	44.11	50.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.78	51.44	3.34	6.4%	1.75	3.4%	21%	False	True	25,434
10	56.44	51.44	5.00	9.6%	2.01	3.9%	14%	False	True	26,934
20	62.41	51.44	10.97	21.0%	1.74	3.3%	6%	False	True	22,249
40	62.87	51.44	11.43	21.9%	1.66	3.2%	6%	False	True	20,999
60	65.03	51.44	13.59	26.1%	1.60	3.1%	5%	False	True	18,305
80	65.03	51.44	13.59	26.1%	1.62	3.1%	5%	False	True	16,262
100	65.03	51.33	13.70	26.3%	1.59	3.0%	6%	False	False	14,475

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	0.41
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	56.59
2.618	54.99
1.618	54.01
1.000	53.40
0.618	53.03
HIGH	52.42
0.618	52.05
0.500	51.93
0.382	51.81
LOW	51.44
0.618	50.83
1.000	50.46
1.618	49.85
2.618	48.87
4.250	47.28

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	52.06	53.11
PP	52.00	52.78
S1	51.93	52.46

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

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