NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	44.26	46.11	1.85	4.2%	40.30
High	46.77	48.42	1.65	3.5%	45.90
Low	43.21	45.65	2.44	5.6%	37.75
Close	46.25	46.75	0.50	1.1%	45.22
Range	3.56	2.77	-0.79	-22.2%	8.15
ATR	2.55	2.57	0.02	0.6%	0.00
Volume	689,301	539,450	-149,851	-21.7%	2,412,748

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.25	53.77	48.27
R3	52.48	51.00	47.51
R2	49.71	49.71	47.26
R1	48.23	48.23	47.00	48.97
PP	46.94	46.94	46.94	47.31
S1	45.46	45.46	46.50	46.20
S2	44.17	44.17	46.24
S3	41.40	42.69	45.99
S4	38.63	39.92	45.23

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	41.78	7.55	16.1%	4.18	8.9%	66%	False	False	673,200
10	49.33	37.75	11.58	24.8%	3.21	6.9%	78%	False	False	548,960
20	49.33	37.75	11.58	24.8%	2.41	5.2%	78%	False	False	412,345
40	54.70	37.75	16.95	36.3%	1.99	4.3%	53%	False	False	237,349
60	62.41	37.75	24.66	52.7%	1.87	4.0%	36%	False	False	168,703
80	63.75	37.75	26.00	55.6%	1.82	3.9%	35%	False	False	132,783
100	64.74	37.75	26.99	57.7%	1.79	3.8%	33%	False	False	110,292
120	64.74	37.75	26.99	57.7%	1.78	3.8%	33%	False	False	94,185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.53
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	60.19
2.618	55.67
1.618	52.90
1.000	51.19
0.618	50.13
HIGH	48.42
0.618	47.36
0.500	47.04
0.382	46.71
LOW	45.65
0.618	43.94
1.000	42.88
1.618	41.17
2.618	38.40
4.250	33.88

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	47.04	46.51
PP	46.94	46.28
S1	46.85	46.04

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

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