NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	54.74	54.79	0.05	0.1%	60.51
High	55.30	54.86	-0.44	-0.8%	61.26
Low	52.54	53.17	0.63	1.2%	58.44
Close	54.32	53.92	-0.40	-0.7%	58.83
Range	2.76	1.69	-1.07	-38.8%	2.82
ATR	1.74	1.73	0.00	-0.2%	0.00
Volume	14,653	19,776	5,123	35.0%	45,376

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.05	58.18	54.85
R3	57.36	56.49	54.38
R2	55.67	55.67	54.23
R1	54.80	54.80	54.07	54.39
PP	53.98	53.98	53.98	53.78
S1	53.11	53.11	53.77	52.70
S2	52.29	52.29	53.61
S3	50.60	51.42	53.46
S4	48.91	49.73	52.99

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.97	66.22	60.38
R3	65.15	63.40	59.61
R2	62.33	62.33	59.35
R1	60.58	60.58	59.09	60.05
PP	59.51	59.51	59.51	59.24
S1	57.76	57.76	58.57	57.23
S2	56.69	56.69	58.31
S3	53.87	54.94	58.05
S4	51.05	52.12	57.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.46	52.54	7.92	14.7%	2.37	4.4%	17%	False	False	16,992
10	62.97	52.54	10.43	19.3%	1.77	3.3%	13%	False	False	12,619
20	63.32	52.54	10.78	20.0%	1.50	2.8%	13%	False	False	10,560
40	64.61	52.54	12.07	22.4%	1.50	2.8%	11%	False	False	9,562

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	62.04
2.618	59.28
1.618	57.59
1.000	56.55
0.618	55.90
HIGH	54.86
0.618	54.21
0.500	54.02
0.382	53.82
LOW	53.17
0.618	52.13
1.000	51.48
1.618	50.44
2.618	48.75
4.250	45.99

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	54.02	55.61
PP	53.98	55.04
S1	53.95	54.48

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

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