NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	53.68	53.56	-0.12	-0.2%	55.13
High	53.83	53.81	-0.02	0.0%	56.05
Low	52.91	52.90	-0.01	0.0%	52.91
Close	53.61	53.11	-0.50	-0.9%	53.61
Range	0.92	0.91	-0.01	-1.1%	3.14
ATR	1.58	1.53	-0.05	-3.0%	0.00
Volume	3,653	4,323	670	18.3%	33,000

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.00	55.47	53.61
R3	55.09	54.56	53.36
R2	54.18	54.18	53.28
R1	53.65	53.65	53.19	53.46
PP	53.27	53.27	53.27	53.18
S1	52.74	52.74	53.03	52.55
S2	52.36	52.36	52.94
S3	51.45	51.83	52.86
S4	50.54	50.92	52.61

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.61	61.75	55.34
R3	60.47	58.61	54.47
R2	57.33	57.33	54.19
R1	55.47	55.47	53.90	54.83
PP	54.19	54.19	54.19	53.87
S1	52.33	52.33	53.32	51.69
S2	51.05	51.05	53.03
S3	47.91	49.19	52.75
S4	44.77	46.05	51.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.05	52.90	3.15	5.9%	1.37	2.6%	7%	False	True	6,233
10	56.31	52.89	3.42	6.4%	1.60	3.0%	6%	False	False	6,391
20	63.11	52.89	10.22	19.2%	1.55	2.9%	2%	False	False	5,449

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	57.68
2.618	56.19
1.618	55.28
1.000	54.72
0.618	54.37
HIGH	53.81
0.618	53.46
0.500	53.36
0.382	53.25
LOW	52.90
0.618	52.34
1.000	51.99
1.618	51.43
2.618	50.52
4.250	49.03

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	53.36	53.74
PP	53.27	53.53
S1	53.19	53.32

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

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