NYMEX Light Sweet Crude Oil Future December 2015

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

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	45.19	44.93	-0.26	-0.6%	45.50
High	45.58	45.27	-0.31	-0.7%	47.71
Low	44.34	44.35	0.01	0.0%	44.34
Close	45.24	44.47	-0.77	-1.7%	45.24
Range	1.24	0.92	-0.32	-25.8%	3.37
ATR	1.57	1.53	-0.05	-3.0%	0.00
Volume	128,188	90,597	-37,591	-29.3%	562,746

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.46	46.88	44.98
R3	46.54	45.96	44.72
R2	45.62	45.62	44.64
R1	45.04	45.04	44.55	44.87
PP	44.70	44.70	44.70	44.61
S1	44.12	44.12	44.39	43.95
S2	43.78	43.78	44.30
S3	42.86	43.20	44.22
S4	41.94	42.28	43.96

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.87	53.93	47.09
R3	52.50	50.56	46.17
R2	49.13	49.13	45.86
R1	47.19	47.19	45.55	46.48
PP	45.76	45.76	45.76	45.41
S1	43.82	43.82	44.93	43.11
S2	42.39	42.39	44.62
S3	39.02	40.45	44.31
S4	35.65	37.08	43.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.71	44.34	3.37	7.6%	1.42	3.2%	4%	False	False	117,754
10	48.25	44.34	3.91	8.8%	1.39	3.1%	3%	False	False	95,983
20	53.06	44.34	8.72	19.6%	1.45	3.3%	1%	False	False	79,562
40	62.80	44.34	18.46	41.5%	1.59	3.6%	1%	False	False	68,151
60	63.12	44.34	18.78	42.2%	1.59	3.6%	1%	False	False	62,759
80	65.38	44.34	21.04	47.3%	1.58	3.5%	1%	False	False	60,053
100	65.38	44.34	21.04	47.3%	1.64	3.7%	1%	False	False	58,656

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	49.18
2.618	47.68
1.618	46.76
1.000	46.19
0.618	45.84
HIGH	45.27
0.618	44.92
0.500	44.81
0.382	44.70
LOW	44.35
0.618	43.78
1.000	43.43
1.618	42.86
2.618	41.94
4.250	40.44

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	44.81	45.37
PP	44.70	45.07
S1	44.58	44.77

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

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