NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	39.69	38.96	-0.73	-1.8%	42.84
High	39.86	42.86	3.00	7.5%	43.38
Low	38.52	38.95	0.43	1.1%	39.86
Close	38.60	42.56	3.96	10.3%	40.45
Range	1.34	3.91	2.57	191.8%	3.52
ATR	1.67	1.85	0.19	11.1%	0.00
Volume	368,722	533,682	164,960	44.7%	1,676,754

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.19	51.78	44.71
R3	49.28	47.87	43.64
R2	45.37	45.37	43.28
R1	43.96	43.96	42.92	44.67
PP	41.46	41.46	41.46	41.81
S1	40.05	40.05	42.20	40.76
S2	37.55	37.55	41.84
S3	33.64	36.14	41.48
S4	29.73	32.23	40.41

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.79	49.64	42.39
R3	48.27	46.12	41.42
R2	44.75	44.75	41.10
R1	42.60	42.60	40.77	41.92
PP	41.23	41.23	41.23	40.89
S1	39.08	39.08	40.13	38.40
S2	37.71	37.71	39.80
S3	34.19	35.56	39.48
S4	30.67	32.04	38.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.86	37.75	5.11	12.0%	2.25	5.3%	94%	True	False	424,720
10	43.54	37.75	5.79	13.6%	1.87	4.4%	83%	False	False	360,859
20	49.03	37.75	11.28	26.5%	1.74	4.1%	43%	False	False	267,848
40	58.60	37.75	20.85	49.0%	1.75	4.1%	23%	False	False	159,335
60	62.65	37.75	24.90	58.5%	1.67	3.9%	19%	False	False	115,154
80	64.74	37.75	26.99	63.4%	1.68	3.9%	18%	False	False	92,092
100	64.74	37.75	26.99	63.4%	1.65	3.9%	18%	False	False	77,462
120	64.74	37.75	26.99	63.4%	1.68	4.0%	18%	False	False	66,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 143 trading days

Fibonacci Retracements and Extensions
4.250	59.48
2.618	53.10
1.618	49.19
1.000	46.77
0.618	45.28
HIGH	42.86
0.618	41.37
0.500	40.91
0.382	40.44
LOW	38.95
0.618	36.53
1.000	35.04
1.618	32.62
2.618	28.71
4.250	22.33

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	42.01	41.88
PP	41.46	41.19
S1	40.91	40.51

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

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