NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	44.35	43.62	-0.73	-1.6%	46.58
High	44.89	44.07	-0.82	-1.8%	46.94
Low	43.55	42.80	-0.75	-1.7%	42.80
Close	44.35	43.27	-1.08	-2.4%	43.27
Range	1.34	1.27	-0.07	-5.2%	4.14
ATR	1.37	1.39	0.01	0.9%	0.00
Volume	23,443	14,261	-9,182	-39.2%	87,018

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.19	46.50	43.97
R3	45.92	45.23	43.62
R2	44.65	44.65	43.50
R1	43.96	43.96	43.39	43.67
PP	43.38	43.38	43.38	43.24
S1	42.69	42.69	43.15	42.40
S2	42.11	42.11	43.04
S3	40.84	41.42	42.92
S4	39.57	40.15	42.57

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.76	54.15	45.55
R3	52.62	50.01	44.41
R2	48.48	48.48	44.03
R1	45.87	45.87	43.65	45.11
PP	44.34	44.34	44.34	43.95
S1	41.73	41.73	42.89	40.97
S2	40.20	40.20	42.51
S3	36.06	37.59	42.13
S4	31.92	33.45	40.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.94	42.80	4.14	9.6%	1.33	3.1%	11%	False	True	17,403
10	48.94	42.80	6.14	14.2%	1.33	3.1%	8%	False	True	18,077
20	52.15	42.80	9.35	21.6%	1.32	3.1%	5%	False	True	13,629
40	61.65	42.80	18.85	43.6%	1.44	3.3%	2%	False	True	9,811

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	0.29
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	49.47
2.618	47.39
1.618	46.12
1.000	45.34
0.618	44.85
HIGH	44.07
0.618	43.58
0.500	43.44
0.382	43.29
LOW	42.80
0.618	42.02
1.000	41.53
1.618	40.75
2.618	39.48
4.250	37.40

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	43.44	44.58
PP	43.38	44.14
S1	43.33	43.71

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

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