NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	45.47	46.78	1.31	2.9%	46.82
High	47.16	47.01	-0.15	-0.3%	47.62
Low	44.67	45.23	0.56	1.3%	44.67
Close	47.04	45.80	-1.24	-2.6%	45.80
Range	2.49	1.78	-0.71	-28.5%	2.95
ATR	2.41	2.37	-0.04	-1.8%	0.00
Volume	86,648	99,295	12,647	14.6%	338,318

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.35	50.36	46.78
R3	49.57	48.58	46.29
R2	47.79	47.79	46.13
R1	46.80	46.80	45.96	46.41
PP	46.01	46.01	46.01	45.82
S1	45.02	45.02	45.64	44.63
S2	44.23	44.23	45.47
S3	42.45	43.24	45.31
S4	40.67	41.46	44.82

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.88	53.29	47.42
R3	51.93	50.34	46.61
R2	48.98	48.98	46.34
R1	47.39	47.39	46.07	46.71
PP	46.03	46.03	46.03	45.69
S1	44.44	44.44	45.53	43.76
S2	43.08	43.08	45.26
S3	40.13	41.49	44.99
S4	37.18	38.54	44.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.38	44.67	3.71	8.1%	2.06	4.5%	30%	False	False	91,420
10	50.89	43.50	7.39	16.1%	3.07	6.7%	31%	False	False	120,438
20	50.89	39.22	11.67	25.5%	2.42	5.3%	56%	False	False	114,618
40	53.06	39.22	13.84	30.2%	1.93	4.2%	48%	False	False	93,916
60	62.80	39.22	23.58	51.5%	1.88	4.1%	28%	False	False	81,889
80	63.12	39.22	23.90	52.2%	1.81	3.9%	28%	False	False	74,043
100	65.38	39.22	26.16	57.1%	1.76	3.8%	25%	False	False	69,658
120	65.38	39.22	26.16	57.1%	1.78	3.9%	25%	False	False	66,547

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	54.58
2.618	51.67
1.618	49.89
1.000	48.79
0.618	48.11
HIGH	47.01
0.618	46.33
0.500	46.12
0.382	45.91
LOW	45.23
0.618	44.13
1.000	43.45
1.618	42.35
2.618	40.57
4.250	37.67

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	46.12	46.09
PP	46.01	45.99
S1	45.91	45.90

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

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