NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	46.16	45.32	-0.84	-1.8%	46.28
High	46.43	45.47	-0.96	-2.1%	47.00
Low	44.66	44.09	-0.57	-1.3%	43.99
Close	45.16	44.43	-0.73	-1.6%	45.16
Range	1.77	1.38	-0.39	-22.0%	3.01
ATR	2.39	2.32	-0.07	-3.0%	0.00
Volume	168,383	171,247	2,864	1.7%	727,337

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.80	48.00	45.19
R3	47.42	46.62	44.81
R2	46.04	46.04	44.68
R1	45.24	45.24	44.56	44.95
PP	44.66	44.66	44.66	44.52
S1	43.86	43.86	44.30	43.57
S2	43.28	43.28	44.18
S3	41.90	42.48	44.05
S4	40.52	41.10	43.67

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.41	52.80	46.82
R3	51.40	49.79	45.99
R2	48.39	48.39	45.71
R1	46.78	46.78	45.44	46.08
PP	45.38	45.38	45.38	45.04
S1	43.77	43.77	44.88	43.07
S2	42.37	42.37	44.61
S3	39.36	40.76	44.33
S4	36.35	37.75	43.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.00	43.99	3.01	6.8%	2.05	4.6%	15%	False	False	179,716
10	50.04	43.89	6.15	13.8%	2.85	6.4%	9%	False	False	163,812
20	50.04	38.51	11.53	26.0%	2.46	5.5%	51%	False	False	131,753
40	52.45	38.51	13.94	31.4%	1.97	4.4%	42%	False	False	93,319
60	62.41	38.51	23.90	53.8%	1.89	4.3%	25%	False	False	69,629
80	62.87	38.51	24.36	54.8%	1.81	4.1%	24%	False	False	57,159
100	65.03	38.51	26.52	59.7%	1.75	3.9%	22%	False	False	48,311
120	65.03	38.51	26.52	59.7%	1.74	3.9%	22%	False	False	41,948

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	51.34
2.618	49.08
1.618	47.70
1.000	46.85
0.618	46.32
HIGH	45.47
0.618	44.94
0.500	44.78
0.382	44.62
LOW	44.09
0.618	43.24
1.000	42.71
1.618	41.86
2.618	40.48
4.250	38.23

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	44.78	45.29
PP	44.66	45.00
S1	44.55	44.72

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

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