NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	44.00	43.50	-0.50	-1.1%	44.78
High	44.36	44.34	-0.02	0.0%	46.89
Low	43.44	43.09	-0.35	-0.8%	43.35
Close	43.56	44.09	0.53	1.2%	44.31
Range	0.92	1.25	0.33	35.9%	3.54
ATR	1.54	1.52	-0.02	-1.3%	0.00
Volume	95,995	77,957	-18,038	-18.8%	588,272

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.59	47.09	44.78
R3	46.34	45.84	44.43
R2	45.09	45.09	44.32
R1	44.59	44.59	44.20	44.84
PP	43.84	43.84	43.84	43.97
S1	43.34	43.34	43.98	43.59
S2	42.59	42.59	43.86
S3	41.34	42.09	43.75
S4	40.09	40.84	43.40

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	45.54	43.09	2.45	5.6%	1.24	2.8%	41%	False	True	118,007
10	47.63	43.09	4.54	10.3%	1.46	3.3%	22%	False	True	93,025
20	51.75	43.09	8.66	19.6%	1.46	3.3%	12%	False	True	61,510
40	62.41	43.09	19.32	43.8%	1.59	3.6%	5%	False	True	42,046
60	62.87	43.09	19.78	44.9%	1.58	3.6%	5%	False	True	34,602
80	65.03	43.09	21.94	49.8%	1.56	3.5%	5%	False	True	29,302
100	65.03	43.09	21.94	49.8%	1.56	3.5%	5%	False	True	25,560
120	65.03	43.09	21.94	49.8%	1.55	3.5%	5%	False	True	22,558

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.65
2.618	47.61
1.618	46.36
1.000	45.59
0.618	45.11
HIGH	44.34
0.618	43.86
0.500	43.72
0.382	43.57
LOW	43.09
0.618	42.32
1.000	41.84
1.618	41.07
2.618	39.82
4.250	37.78

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	43.97	44.02
PP	43.84	43.95
S1	43.72	43.88

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

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