NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	52.50	52.83	0.33	0.6%	54.54
High	53.60	52.94	-0.66	-1.2%	55.70
Low	52.36	51.46	-0.90	-1.7%	52.50
Close	53.15	51.66	-1.49	-2.8%	53.20
Range	1.24	1.48	0.24	19.4%	3.20
ATR	1.61	1.61	0.01	0.4%	0.00
Volume	17,383	20,593	3,210	18.5%	77,345

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.46	55.54	52.47
R3	54.98	54.06	52.07
R2	53.50	53.50	51.93
R1	52.58	52.58	51.80	52.30
PP	52.02	52.02	52.02	51.88
S1	51.10	51.10	51.52	50.82
S2	50.54	50.54	51.39
S3	49.06	49.62	51.25
S4	47.58	48.14	50.85

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.40	61.50	54.96
R3	60.20	58.30	54.08
R2	57.00	57.00	53.79
R1	55.10	55.10	53.49	54.45
PP	53.80	53.80	53.80	53.48
S1	51.90	51.90	52.91	51.25
S2	50.60	50.60	52.61
S3	47.40	48.70	52.32
S4	44.20	45.50	51.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.37	51.46	2.91	5.6%	1.14	2.2%	7%	False	True	14,496
10	56.10	51.46	4.64	9.0%	1.53	3.0%	4%	False	True	15,900
20	62.97	51.46	11.51	22.3%	1.65	3.2%	2%	False	True	14,259
40	63.32	51.46	11.86	23.0%	1.51	2.9%	2%	False	True	11,757

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	59.23
2.618	56.81
1.618	55.33
1.000	54.42
0.618	53.85
HIGH	52.94
0.618	52.37
0.500	52.20
0.382	52.03
LOW	51.46
0.618	50.55
1.000	49.98
1.618	49.07
2.618	47.59
4.250	45.17

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	52.20	52.53
PP	52.02	52.24
S1	51.84	51.95

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

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