NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	55.51	53.88	-1.63	-2.9%	56.88
High	55.64	54.37	-1.27	-2.3%	58.67
Low	53.56	53.16	-0.40	-0.7%	52.54
Close	53.75	53.23	-0.52	-1.0%	55.18
Range	2.08	1.21	-0.87	-41.8%	6.13
ATR	1.79	1.75	-0.04	-2.3%	0.00
Volume	16,007	13,107	-2,900	-18.1%	84,252

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.22	56.43	53.90
R3	56.01	55.22	53.56
R2	54.80	54.80	53.45
R1	54.01	54.01	53.34	53.80
PP	53.59	53.59	53.59	53.48
S1	52.80	52.80	53.12	52.59
S2	52.38	52.38	53.01
S3	51.17	51.59	52.90
S4	49.96	50.38	52.56

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	73.85	70.65	58.55
R3	67.72	64.52	56.87
R2	61.59	61.59	56.30
R1	58.39	58.39	55.74	56.93
PP	55.46	55.46	55.46	54.73
S1	52.26	52.26	54.62	50.80
S2	49.33	49.33	54.06
S3	43.20	46.13	53.49
S4	37.07	40.00	51.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.10	53.16	2.94	5.5%	1.82	3.4%	2%	False	True	17,482
10	59.75	52.54	7.21	13.5%	2.09	3.9%	10%	False	False	16,776
20	62.97	52.54	10.43	19.6%	1.70	3.2%	7%	False	False	12,821
40	63.32	52.54	10.78	20.3%	1.54	2.9%	6%	False	False	11,140

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.59
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	59.51
2.618	57.54
1.618	56.33
1.000	55.58
0.618	55.12
HIGH	54.37
0.618	53.91
0.500	53.77
0.382	53.62
LOW	53.16
0.618	52.41
1.000	51.95
1.618	51.20
2.618	49.99
4.250	48.02

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	53.77	54.43
PP	53.59	54.03
S1	53.41	53.63

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

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