NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	47.65	46.71	-0.94	-2.0%	47.67
High	47.82	47.33	-0.49	-1.0%	49.61
Low	46.86	46.54	-0.32	-0.7%	46.88
Close	46.99	47.22	0.23	0.5%	47.77
Range	0.96	0.79	-0.17	-17.7%	2.73
ATR	1.34	1.30	-0.04	-2.9%	0.00
Volume	15,555	21,472	5,917	38.0%	112,979

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.40	49.10	47.65
R3	48.61	48.31	47.44
R2	47.82	47.82	47.36
R1	47.52	47.52	47.29	47.67
PP	47.03	47.03	47.03	47.11
S1	46.73	46.73	47.15	46.88
S2	46.24	46.24	47.08
S3	45.45	45.94	47.00
S4	44.66	45.15	46.79

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.28	54.75	49.27
R3	53.55	52.02	48.52
R2	50.82	50.82	48.27
R1	49.29	49.29	48.02	50.06
PP	48.09	48.09	48.09	48.47
S1	46.56	46.56	47.52	47.33
S2	45.36	45.36	47.27
S3	42.63	43.83	47.02
S4	39.90	41.10	46.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.60	46.54	2.06	4.4%	1.02	2.2%	33%	False	True	21,273
10	49.94	46.54	3.40	7.2%	1.24	2.6%	20%	False	True	19,693
20	53.88	46.54	7.34	15.5%	1.24	2.6%	9%	False	True	15,617

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.23
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	50.69
2.618	49.40
1.618	48.61
1.000	48.12
0.618	47.82
HIGH	47.33
0.618	47.03
0.500	46.94
0.382	46.84
LOW	46.54
0.618	46.05
1.000	45.75
1.618	45.26
2.618	44.47
4.250	43.18

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	47.13	47.29
PP	47.03	47.26
S1	46.94	47.24

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

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