NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	50.82	49.18	-1.64	-3.2%	50.37
High	50.95	49.37	-1.58	-3.1%	51.67
Low	49.17	47.49	-1.68	-3.4%	49.17
Close	49.62	47.57	-2.05	-4.1%	49.62
Range	1.78	1.88	0.10	5.6%	2.50
ATR	1.53	1.57	0.04	2.8%	0.00
Volume	27,359	19,233	-8,126	-29.7%	97,523

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.78	52.56	48.60
R3	51.90	50.68	48.09
R2	50.02	50.02	47.91
R1	48.80	48.80	47.74	48.47
PP	48.14	48.14	48.14	47.98
S1	46.92	46.92	47.40	46.59
S2	46.26	46.26	47.23
S3	44.38	45.04	47.05
S4	42.50	43.16	46.54

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.65	56.14	51.00
R3	55.15	53.64	50.31
R2	52.65	52.65	50.08
R1	51.14	51.14	49.85	50.65
PP	50.15	50.15	50.15	49.91
S1	48.64	48.64	49.39	48.15
S2	47.65	47.65	49.16
S3	45.15	46.14	48.93
S4	42.65	43.64	48.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.67	47.49	4.18	8.8%	1.60	3.4%	2%	False	True	19,560
10	53.60	47.49	6.11	12.8%	1.43	3.0%	1%	False	True	19,106
20	56.10	47.49	8.61	18.1%	1.56	3.3%	1%	False	True	17,326
40	63.32	47.49	15.83	33.3%	1.48	3.1%	1%	False	True	13,544

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	0.25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	57.36
2.618	54.29
1.618	52.41
1.000	51.25
0.618	50.53
HIGH	49.37
0.618	48.65
0.500	48.43
0.382	48.21
LOW	47.49
0.618	46.33
1.000	45.61
1.618	44.45
2.618	42.57
4.250	39.50

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	48.43	49.48
PP	48.14	48.84
S1	47.86	48.21

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

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