NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	52.83	51.72	-1.11	-2.1%	54.54
High	52.94	52.04	-0.90	-1.7%	55.70
Low	51.46	50.76	-0.70	-1.4%	52.50
Close	51.66	50.87	-0.79	-1.5%	53.20
Range	1.48	1.28	-0.20	-13.5%	3.20
ATR	1.61	1.59	-0.02	-1.5%	0.00
Volume	20,593	21,040	447	2.2%	77,345

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.06	54.25	51.57
R3	53.78	52.97	51.22
R2	52.50	52.50	51.10
R1	51.69	51.69	50.99	51.46
PP	51.22	51.22	51.22	51.11
S1	50.41	50.41	50.75	50.18
S2	49.94	49.94	50.64
S3	48.66	49.13	50.52
S4	47.38	47.85	50.17

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	53.60	50.76	2.84	5.6%	1.15	2.3%	4%	False	True	16,083
10	56.10	50.76	5.34	10.5%	1.48	2.9%	2%	False	True	16,783
20	61.86	50.76	11.10	21.8%	1.63	3.2%	1%	False	True	14,844
40	63.32	50.76	12.56	24.7%	1.50	2.9%	1%	False	True	11,989

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.48
2.618	55.39
1.618	54.11
1.000	53.32
0.618	52.83
HIGH	52.04
0.618	51.55
0.500	51.40
0.382	51.25
LOW	50.76
0.618	49.97
1.000	49.48
1.618	48.69
2.618	47.41
4.250	45.32

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	51.40	52.18
PP	51.22	51.74
S1	51.05	51.31

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

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