NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	49.18	47.80	-1.38	-2.8%	50.37
High	49.37	48.48	-0.89	-1.8%	51.67
Low	47.49	47.76	0.27	0.6%	49.17
Close	47.57	48.03	0.46	1.0%	49.62
Range	1.88	0.72	-1.16	-61.7%	2.50
ATR	1.57	1.52	-0.05	-3.0%	0.00
Volume	19,233	17,445	-1,788	-9.3%	97,523

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.25	49.86	48.43
R3	49.53	49.14	48.23
R2	48.81	48.81	48.16
R1	48.42	48.42	48.10	48.62
PP	48.09	48.09	48.09	48.19
S1	47.70	47.70	47.96	47.90
S2	47.37	47.37	47.90
S3	46.65	46.98	47.83
S4	45.93	46.26	47.63

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	8.7%	1.43	3.0%	13%	False	False	20,122
10	52.94	47.49	5.45	11.3%	1.38	2.9%	10%	False	False	19,112
20	56.10	47.49	8.61	17.9%	1.46	3.0%	6%	False	False	17,465
40	63.32	47.49	15.83	33.0%	1.48	3.1%	3%	False	False	13,795

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	51.54
2.618	50.36
1.618	49.64
1.000	49.20
0.618	48.92
HIGH	48.48
0.618	48.20
0.500	48.12
0.382	48.04
LOW	47.76
0.618	47.32
1.000	47.04
1.618	46.60
2.618	45.88
4.250	44.70

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	48.12	49.22
PP	48.09	48.82
S1	48.06	48.43

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

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