NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	39.64	40.96	1.32	3.3%	44.93
High	41.26	41.19	-0.07	-0.2%	45.27
Low	39.59	40.10	0.51	1.3%	41.38
Close	40.64	40.20	-0.44	-1.1%	41.91
Range	1.67	1.09	-0.58	-34.7%	3.89
ATR	1.62	1.59	-0.04	-2.4%	0.00
Volume	125,946	107,908	-18,038	-14.3%	507,046

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	43.77	43.07	40.80
R3	42.68	41.98	40.50
R2	41.59	41.59	40.40
R1	40.89	40.89	40.30	40.70
PP	40.50	40.50	40.50	40.40
S1	39.80	39.80	40.10	39.61
S2	39.41	39.41	40.00
S3	38.32	38.71	39.90
S4	37.23	37.62	39.60

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.52	52.11	44.05
R3	50.63	48.22	42.98
R2	46.74	46.74	42.62
R1	44.33	44.33	42.27	43.59
PP	42.85	42.85	42.85	42.49
S1	40.44	40.44	41.55	39.70
S2	38.96	38.96	41.20
S3	35.07	36.55	40.84
S4	31.18	32.66	39.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.44	39.22	4.22	10.5%	1.63	4.1%	23%	False	False	120,724
10	46.40	39.22	7.18	17.9%	1.53	3.8%	14%	False	False	112,572
20	50.88	39.22	11.66	29.0%	1.51	3.8%	8%	False	False	96,336
40	60.26	39.22	21.04	52.3%	1.63	4.1%	5%	False	False	80,403
60	63.12	39.22	23.90	59.5%	1.58	3.9%	4%	False	False	69,176
80	65.38	39.22	26.16	65.1%	1.61	4.0%	4%	False	False	64,464
100	65.38	39.22	26.16	65.1%	1.60	4.0%	4%	False	False	63,233
120	65.38	39.22	26.16	65.1%	1.67	4.2%	4%	False	False	59,610

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	45.82
2.618	44.04
1.618	42.95
1.000	42.28
0.618	41.86
HIGH	41.19
0.618	40.77
0.500	40.65
0.382	40.52
LOW	40.10
0.618	39.43
1.000	39.01
1.618	38.34
2.618	37.25
4.250	35.47

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	40.65	40.59
PP	40.50	40.46
S1	40.35	40.33

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

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