NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	50.70	51.50	0.80	1.6%	53.56
High	52.15	51.96	-0.19	-0.4%	54.03
Low	50.32	51.26	0.94	1.9%	50.69
Close	51.45	51.39	-0.06	-0.1%	51.07
Range	1.83	0.70	-1.13	-61.7%	3.34
ATR	1.48	1.42	-0.06	-3.8%	0.00
Volume	8,969	10,961	1,992	22.2%	33,430

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.64	53.21	51.78
R3	52.94	52.51	51.58
R2	52.24	52.24	51.52
R1	51.81	51.81	51.45	51.68
PP	51.54	51.54	51.54	51.47
S1	51.11	51.11	51.33	50.98
S2	50.84	50.84	51.26
S3	50.14	50.41	51.20
S4	49.44	49.71	51.01

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	61.95	59.85	52.91
R3	58.61	56.51	51.99
R2	55.27	55.27	51.68
R1	53.17	53.17	51.38	52.55
PP	51.93	51.93	51.93	51.62
S1	49.83	49.83	50.76	49.21
S2	48.59	48.59	50.46
S3	45.25	46.49	50.15
S4	41.91	43.15	49.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.15	49.77	2.38	4.6%	1.26	2.5%	68%	False	False	8,294
10	54.03	49.77	4.26	8.3%	1.19	2.3%	38%	False	False	7,351
20	60.00	49.77	10.23	19.9%	1.58	3.1%	16%	False	False	7,053

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	0.23
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	54.94
2.618	53.79
1.618	53.09
1.000	52.66
0.618	52.39
HIGH	51.96
0.618	51.69
0.500	51.61
0.382	51.53
LOW	51.26
0.618	50.83
1.000	50.56
1.618	50.13
2.618	49.43
4.250	48.29

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	51.61	51.25
PP	51.54	51.10
S1	51.46	50.96

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

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