NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	42.68	45.00	2.32	5.4%	40.30
High	45.90	49.33	3.43	7.5%	45.90
Low	41.78	43.60	1.82	4.4%	37.75
Close	45.22	49.20	3.98	8.8%	45.22
Range	4.12	5.73	1.61	39.1%	8.15
ATR	2.01	2.28	0.27	13.2%	0.00
Volume	666,328	757,503	91,175	13.7%	2,412,748

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.57	62.61	52.35
R3	58.84	56.88	50.78
R2	53.11	53.11	50.25
R1	51.15	51.15	49.73	52.13
PP	47.38	47.38	47.38	47.87
S1	45.42	45.42	48.67	46.40
S2	41.65	41.65	48.15
S3	35.92	39.69	47.62
S4	30.19	33.96	46.05

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.41	64.46	49.70
R3	59.26	56.31	47.46
R2	51.11	51.11	46.71
R1	48.16	48.16	45.97	49.64
PP	42.96	42.96	42.96	43.69
S1	40.01	40.01	44.47	41.49
S2	34.81	34.81	43.73
S3	26.66	31.86	42.98
S4	18.51	23.71	40.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.33	38.16	11.17	22.7%	3.37	6.8%	99%	True	False	540,377
10	49.33	37.75	11.58	23.5%	2.62	5.3%	99%	True	False	463,420
20	49.33	37.75	11.58	23.5%	2.05	4.2%	99%	True	False	333,171
40	54.70	37.75	16.95	34.5%	1.88	3.8%	68%	False	False	192,802
60	62.65	37.75	24.90	50.6%	1.76	3.6%	46%	False	False	137,793
80	63.75	37.75	26.00	52.8%	1.74	3.5%	44%	False	False	109,290
100	64.74	37.75	26.99	54.9%	1.72	3.5%	42%	False	False	91,253
120	64.74	37.75	26.99	54.9%	1.74	3.5%	42%	False	False	78,304

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	0.43
Widest range in 167 trading days

Fibonacci Retracements and Extensions
4.250	73.68
2.618	64.33
1.618	58.60
1.000	55.06
0.618	52.87
HIGH	49.33
0.618	47.14
0.500	46.47
0.382	45.79
LOW	43.60
0.618	40.06
1.000	37.87
1.618	34.33
2.618	28.60
4.250	19.25

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	48.29	47.51
PP	47.38	45.83
S1	46.47	44.14

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

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