NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	51.00	50.37	-0.63	-1.2%	53.09
High	51.31	50.60	-0.71	-1.4%	53.60
Low	50.21	49.38	-0.83	-1.7%	50.21
Close	50.54	49.91	-0.63	-1.2%	50.54
Range	1.10	1.22	0.12	10.9%	3.39
ATR	1.55	1.53	-0.02	-1.5%	0.00
Volume	15,290	18,953	3,663	24.0%	88,385

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.62	52.99	50.58
R3	52.40	51.77	50.25
R2	51.18	51.18	50.13
R1	50.55	50.55	50.02	50.26
PP	49.96	49.96	49.96	49.82
S1	49.33	49.33	49.80	49.04
S2	48.74	48.74	49.69
S3	47.52	48.11	49.57
S4	46.30	46.89	49.24

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	61.62	59.47	52.40
R3	58.23	56.08	51.47
R2	54.84	54.84	51.16
R1	52.69	52.69	50.85	52.07
PP	51.45	51.45	51.45	51.14
S1	49.30	49.30	50.23	48.68
S2	48.06	48.06	49.92
S3	44.67	45.91	49.61
S4	41.28	42.52	48.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.60	49.38	4.22	8.5%	1.26	2.5%	13%	False	True	18,651
10	55.70	49.38	6.32	12.7%	1.35	2.7%	8%	False	True	16,651
20	61.26	49.38	11.88	23.8%	1.66	3.3%	4%	False	True	15,715
40	63.32	49.38	13.94	27.9%	1.47	2.9%	4%	False	True	12,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.79
2.618	53.79
1.618	52.57
1.000	51.82
0.618	51.35
HIGH	50.60
0.618	50.13
0.500	49.99
0.382	49.85
LOW	49.38
0.618	48.63
1.000	48.16
1.618	47.41
2.618	46.19
4.250	44.20

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	49.99	50.71
PP	49.96	50.44
S1	49.94	50.18

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

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