NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	46.70	46.58	-0.12	-0.3%	47.00
High	47.26	46.94	-0.32	-0.7%	48.94
Low	46.70	46.06	-0.64	-1.4%	46.66
Close	46.96	46.19	-0.77	-1.6%	46.96
Range	0.56	0.88	0.32	57.1%	2.28
ATR	1.36	1.33	-0.03	-2.4%	0.00
Volume	8,603	16,702	8,099	94.1%	93,755

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.04	48.49	46.67
R3	48.16	47.61	46.43
R2	47.28	47.28	46.35
R1	46.73	46.73	46.27	46.57
PP	46.40	46.40	46.40	46.31
S1	45.85	45.85	46.11	45.69
S2	45.52	45.52	46.03
S3	44.64	44.97	45.95
S4	43.76	44.09	45.71

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.36	52.94	48.21
R3	52.08	50.66	47.59
R2	49.80	49.80	47.38
R1	48.38	48.38	47.17	47.95
PP	47.52	47.52	47.52	47.31
S1	46.10	46.10	46.75	45.67
S2	45.24	45.24	46.54
S3	42.96	43.82	46.33
S4	40.68	41.54	45.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.94	46.06	2.88	6.2%	1.14	2.5%	5%	False	True	18,887
10	49.45	46.06	3.39	7.3%	1.20	2.6%	4%	False	True	14,723
20	54.03	46.06	7.97	17.3%	1.28	2.8%	2%	False	True	11,568
40	63.11	46.06	17.05	36.9%	1.42	3.1%	1%	False	True	8,509

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.68
2.618	49.24
1.618	48.36
1.000	47.82
0.618	47.48
HIGH	46.94
0.618	46.60
0.500	46.50
0.382	46.40
LOW	46.06
0.618	45.52
1.000	45.18
1.618	44.64
2.618	43.76
4.250	42.32

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	46.50	47.01
PP	46.40	46.74
S1	46.29	46.46

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

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