NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	48.15	47.59	-0.56	-1.2%	50.37
High	48.90	47.63	-1.27	-2.6%	51.67
Low	47.15	46.75	-0.40	-0.8%	49.17
Close	47.52	47.29	-0.23	-0.5%	49.62
Range	1.75	0.88	-0.87	-49.7%	2.50
ATR	1.54	1.49	-0.05	-3.1%	0.00
Volume	23,304	41,837	18,533	79.5%	97,523

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.86	49.46	47.77
R3	48.98	48.58	47.53
R2	48.10	48.10	47.45
R1	47.70	47.70	47.37	47.46
PP	47.22	47.22	47.22	47.11
S1	46.82	46.82	47.21	46.58
S2	46.34	46.34	47.13
S3	45.46	45.94	47.05
S4	44.58	45.06	46.81

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	50.95	46.75	4.20	8.9%	1.40	3.0%	13%	False	True	25,835
10	51.67	46.75	4.92	10.4%	1.37	2.9%	11%	False	True	21,463
20	56.10	46.75	9.35	19.8%	1.43	3.0%	6%	False	True	19,123
40	63.15	46.75	16.40	34.7%	1.47	3.1%	3%	False	True	14,826
60	64.61	46.75	17.86	37.8%	1.48	3.1%	3%	False	True	12,826

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.37
2.618	49.93
1.618	49.05
1.000	48.51
0.618	48.17
HIGH	47.63
0.618	47.29
0.500	47.19
0.382	47.09
LOW	46.75
0.618	46.21
1.000	45.87
1.618	45.33
2.618	44.45
4.250	43.01

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	47.26	47.83
PP	47.22	47.65
S1	47.19	47.47

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

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