NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	45.79	44.16	-1.63	-3.6%	45.00
High	46.26	46.04	-0.22	-0.5%	49.33
Low	44.05	43.36	-0.69	-1.6%	43.21
Close	44.15	45.92	1.77	4.0%	46.05
Range	2.21	2.68	0.47	21.3%	6.12
ATR	2.47	2.48	0.02	0.6%	0.00
Volume	422,735	498,992	76,257	18.0%	3,085,303

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.15	52.21	47.39
R3	50.47	49.53	46.66
R2	47.79	47.79	46.41
R1	46.85	46.85	46.17	47.32
PP	45.11	45.11	45.11	45.34
S1	44.17	44.17	45.67	44.64
S2	42.43	42.43	45.43
S3	39.75	41.49	45.18
S4	37.07	38.81	44.45

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.56	61.42	49.42
R3	58.44	55.30	47.73
R2	52.32	52.32	47.17
R1	49.18	49.18	46.61	50.75
PP	46.20	46.20	46.20	46.98
S1	43.06	43.06	45.49	44.63
S2	40.08	40.08	44.93
S3	33.96	36.94	44.37
S4	27.84	30.82	42.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.42	43.36	5.06	11.0%	2.31	5.0%	51%	False	True	471,124
10	49.33	38.95	10.38	22.6%	3.36	7.3%	67%	False	False	571,585
20	49.33	37.75	11.58	25.2%	2.51	5.5%	71%	False	False	452,682
40	52.88	37.75	15.13	32.9%	2.00	4.4%	54%	False	False	277,888
60	62.41	37.75	24.66	53.7%	1.95	4.2%	33%	False	False	197,462
80	62.65	37.75	24.90	54.2%	1.86	4.0%	33%	False	False	154,596
100	64.74	37.75	26.99	58.8%	1.80	3.9%	30%	False	False	127,645
120	64.74	37.75	26.99	58.8%	1.79	3.9%	30%	False	False	108,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.70
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	57.43
2.618	53.06
1.618	50.38
1.000	48.72
0.618	47.70
HIGH	46.04
0.618	45.02
0.500	44.70
0.382	44.38
LOW	43.36
0.618	41.70
1.000	40.68
1.618	39.02
2.618	36.34
4.250	31.97

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	45.51	45.58
PP	45.11	45.23
S1	44.70	44.89

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

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