NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	45.12	44.18	-0.94	-2.1%	44.78
High	45.50	44.67	-0.83	-1.8%	46.89
Low	43.87	43.35	-0.52	-1.2%	43.35
Close	44.18	44.31	0.13	0.3%	44.31
Range	1.63	1.32	-0.31	-19.0%	3.54
ATR	1.61	1.59	-0.02	-1.3%	0.00
Volume	144,909	143,588	-1,321	-0.9%	588,272

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.07	47.51	45.04
R3	46.75	46.19	44.67
R2	45.43	45.43	44.55
R1	44.87	44.87	44.43	45.15
PP	44.11	44.11	44.11	44.25
S1	43.55	43.55	44.19	43.83
S2	42.79	42.79	44.07
S3	41.47	42.23	43.95
S4	40.15	40.91	43.58

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.47	53.43	46.26
R3	51.93	49.89	45.28
R2	48.39	48.39	44.96
R1	46.35	46.35	44.63	45.60
PP	44.85	44.85	44.85	44.48
S1	42.81	42.81	43.99	42.06
S2	41.31	41.31	43.66
S3	37.77	39.27	43.34
S4	34.23	35.73	42.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.89	43.35	3.54	8.0%	1.66	3.7%	27%	False	True	117,654
10	48.00	43.35	4.65	10.5%	1.51	3.4%	21%	False	True	82,940
20	52.45	43.35	9.10	20.5%	1.47	3.3%	11%	False	True	54,884
40	62.41	43.35	19.06	43.0%	1.61	3.6%	5%	False	True	38,566
60	62.87	43.35	19.52	44.1%	1.60	3.6%	5%	False	True	32,294
80	65.03	43.35	21.68	48.9%	1.57	3.5%	4%	False	True	27,450
100	65.03	43.35	21.68	48.9%	1.59	3.6%	4%	False	True	23,986
120	65.03	43.35	21.68	48.9%	1.57	3.5%	4%	False	True	21,209

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.28
2.618	48.13
1.618	46.81
1.000	45.99
0.618	45.49
HIGH	44.67
0.618	44.17
0.500	44.01
0.382	43.85
LOW	43.35
0.618	42.53
1.000	42.03
1.618	41.21
2.618	39.89
4.250	37.74

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	44.21	44.45
PP	44.11	44.40
S1	44.01	44.36

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

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