NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	43.70	43.71	0.01	0.0%	45.57
High	44.34	43.75	-0.59	-1.3%	46.51
Low	43.26	42.74	-0.52	-1.2%	42.74
Close	43.91	43.03	-0.88	-2.0%	43.03
Range	1.08	1.01	-0.07	-6.5%	3.77
ATR	1.66	1.63	-0.04	-2.1%	0.00
Volume	537,185	231,191	-305,994	-57.0%	2,877,028

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.20	45.63	43.59
R3	45.19	44.62	43.31
R2	44.18	44.18	43.22
R1	43.61	43.61	43.12	43.39
PP	43.17	43.17	43.17	43.07
S1	42.60	42.60	42.94	42.38
S2	42.16	42.16	42.84
S3	41.15	41.59	42.75
S4	40.14	40.58	42.47

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.40	52.99	45.10
R3	51.63	49.22	44.07
R2	47.86	47.86	43.72
R1	45.45	45.45	43.38	44.77
PP	44.09	44.09	44.09	43.76
S1	41.68	41.68	42.68	41.00
S2	40.32	40.32	42.34
S3	36.55	37.91	41.99
S4	32.78	34.14	40.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.51	42.74	3.77	8.8%	1.43	3.3%	8%	False	True	575,405
10	47.75	42.74	5.01	11.6%	1.68	3.9%	6%	False	True	640,910
20	49.36	42.74	6.62	15.4%	1.54	3.6%	4%	False	True	582,610
40	49.36	39.96	9.40	21.8%	1.52	3.5%	33%	False	False	392,993
60	51.53	39.96	11.57	26.9%	1.61	3.8%	27%	False	False	282,289
80	53.02	39.96	13.06	30.4%	1.54	3.6%	24%	False	False	218,032
100	53.02	39.96	13.06	30.4%	1.52	3.5%	24%	False	False	178,474
120	53.02	39.08	13.94	32.4%	1.51	3.5%	28%	False	False	151,455

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	0.31
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	48.04
2.618	46.39
1.618	45.38
1.000	44.76
0.618	44.37
HIGH	43.75
0.618	43.36
0.500	43.25
0.382	43.13
LOW	42.74
0.618	42.12
1.000	41.73
1.618	41.11
2.618	40.10
4.250	38.45

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	43.25	44.04
PP	43.17	43.70
S1	43.10	43.37

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

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