NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	45.71	44.78	-0.93	-2.0%	45.82
High	45.88	44.97	-0.91	-2.0%	46.41
Low	44.16	43.59	-0.57	-1.3%	43.36
Close	44.63	44.00	-0.63	-1.4%	44.63
Range	1.72	1.38	-0.34	-19.8%	3.05
ATR	2.43	2.35	-0.07	-3.1%	0.00
Volume	395,838	326,269	-69,569	-17.6%	1,826,380

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.33	47.54	44.76
R3	46.95	46.16	44.38
R2	45.57	45.57	44.25
R1	44.78	44.78	44.13	44.49
PP	44.19	44.19	44.19	44.04
S1	43.40	43.40	43.87	43.11
S2	42.81	42.81	43.75
S3	41.43	42.02	43.62
S4	40.05	40.64	43.24

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.95	52.34	46.31
R3	50.90	49.29	45.47
R2	47.85	47.85	45.19
R1	46.24	46.24	44.91	45.52
PP	44.80	44.80	44.80	44.44
S1	43.19	43.19	44.35	42.47
S2	41.75	41.75	44.07
S3	38.70	40.14	43.79
S4	35.65	37.09	42.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.41	43.36	3.05	6.9%	2.05	4.7%	21%	False	False	430,529
10	49.33	43.21	6.12	13.9%	2.87	6.5%	13%	False	False	523,795
20	49.33	37.75	11.58	26.3%	2.50	5.7%	54%	False	False	466,372
40	51.94	37.75	14.19	32.3%	2.02	4.6%	44%	False	False	293,560
60	62.11	37.75	24.36	55.4%	1.94	4.4%	26%	False	False	208,368
80	62.65	37.75	24.90	56.6%	1.86	4.2%	25%	False	False	163,215
100	64.74	37.75	26.99	61.3%	1.80	4.1%	23%	False	False	134,586
120	64.74	37.75	26.99	61.3%	1.79	4.1%	23%	False	False	114,780

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	0.65
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	50.84
2.618	48.58
1.618	47.20
1.000	46.35
0.618	45.82
HIGH	44.97
0.618	44.44
0.500	44.28
0.382	44.12
LOW	43.59
0.618	42.74
1.000	42.21
1.618	41.36
2.618	39.98
4.250	37.73

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	44.28	44.70
PP	44.19	44.47
S1	44.09	44.23

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

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