NYMEX Light Sweet Crude Oil Future March 2016

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

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	46.84	45.11	-1.73	-3.7%	47.67
High	47.10	45.53	-1.57	-3.3%	49.61
Low	44.90	44.14	-0.76	-1.7%	46.88
Close	45.31	44.99	-0.32	-0.7%	47.77
Range	2.20	1.39	-0.81	-36.8%	2.73
ATR	1.38	1.38	0.00	0.1%	0.00
Volume	27,565	36,604	9,039	32.8%	112,979

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.06	48.41	45.75
R3	47.67	47.02	45.37
R2	46.28	46.28	45.24
R1	45.63	45.63	45.12	45.26
PP	44.89	44.89	44.89	44.70
S1	44.24	44.24	44.86	43.87
S2	43.50	43.50	44.74
S3	42.11	42.85	44.61
S4	40.72	41.46	44.23

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	48.03	44.14	3.89	8.6%	1.30	2.9%	22%	False	True	22,538
10	49.61	44.14	5.47	12.2%	1.36	3.0%	16%	False	True	22,933
20	52.66	44.14	8.52	18.9%	1.29	2.9%	10%	False	True	17,547

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.44
2.618	49.17
1.618	47.78
1.000	46.92
0.618	46.39
HIGH	45.53
0.618	45.00
0.500	44.84
0.382	44.67
LOW	44.14
0.618	43.28
1.000	42.75
1.618	41.89
2.618	40.50
4.250	38.23

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	44.94	45.74
PP	44.89	45.49
S1	44.84	45.24

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

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