NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	44.11	45.16	1.05	2.4%	45.82
High	45.25	47.35	2.10	4.6%	46.41
Low	43.92	44.82	0.90	2.0%	43.36
Close	44.59	47.15	2.56	5.7%	44.63
Range	1.33	2.53	1.20	90.2%	3.05
ATR	2.28	2.32	0.03	1.5%	0.00
Volume	335,953	421,981	86,028	25.6%	1,826,380

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.03	53.12	48.54
R3	51.50	50.59	47.85
R2	48.97	48.97	47.61
R1	48.06	48.06	47.38	48.52
PP	46.44	46.44	46.44	46.67
S1	45.53	45.53	46.92	45.99
S2	43.91	43.91	46.69
S3	41.38	43.00	46.45
S4	38.85	40.47	45.76

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	47.35	43.36	3.99	8.5%	1.93	4.1%	95%	True	False	395,806
10	48.42	43.21	5.21	11.0%	2.21	4.7%	76%	False	False	452,496
20	49.33	37.75	11.58	24.6%	2.58	5.5%	81%	False	False	481,216
40	51.14	37.75	13.39	28.4%	2.05	4.3%	70%	False	False	310,557
60	62.11	37.75	24.36	51.7%	1.95	4.1%	39%	False	False	220,193
80	62.65	37.75	24.90	52.8%	1.87	4.0%	38%	False	False	172,022
100	64.74	37.75	26.99	57.2%	1.81	3.8%	35%	False	False	141,689
120	64.74	37.75	26.99	57.2%	1.80	3.8%	35%	False	False	120,869

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	0.48
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	58.10
2.618	53.97
1.618	51.44
1.000	49.88
0.618	48.91
HIGH	47.35
0.618	46.38
0.500	46.09
0.382	45.79
LOW	44.82
0.618	43.26
1.000	42.29
1.618	40.73
2.618	38.20
4.250	34.07

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	46.80	46.59
PP	46.44	46.03
S1	46.09	45.47

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

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