NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	47.13	46.89	-0.24	-0.5%	44.78
High	47.71	47.03	-0.68	-1.4%	47.71
Low	46.33	44.24	-2.09	-4.5%	43.59
Close	46.90	44.68	-2.22	-4.7%	44.68
Range	1.38	2.79	1.41	102.2%	4.12
ATR	2.25	2.29	0.04	1.7%	0.00
Volume	366,390	211,301	-155,089	-42.3%	1,661,894

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.69	51.97	46.21
R3	50.90	49.18	45.45
R2	48.11	48.11	45.19
R1	46.39	46.39	44.94	45.86
PP	45.32	45.32	45.32	45.05
S1	43.60	43.60	44.42	43.07
S2	42.53	42.53	44.17
S3	39.74	40.81	43.91
S4	36.95	38.02	43.15

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.69	55.30	46.95
R3	53.57	51.18	45.81
R2	49.45	49.45	45.44
R1	47.06	47.06	45.06	46.20
PP	45.33	45.33	45.33	44.89
S1	42.94	42.94	44.30	42.08
S2	41.21	41.21	43.92
S3	37.09	38.82	43.55
S4	32.97	34.70	42.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.71	43.59	4.12	9.2%	1.88	4.2%	26%	False	False	332,378
10	47.71	43.36	4.35	9.7%	1.99	4.5%	30%	False	False	387,390
20	49.33	37.75	11.58	25.9%	2.60	5.8%	60%	False	False	468,175
40	49.91	37.75	12.16	27.2%	2.08	4.7%	57%	False	False	322,361
60	60.97	37.75	23.22	52.0%	1.96	4.4%	30%	False	False	228,895
80	62.65	37.75	24.90	55.7%	1.87	4.2%	28%	False	False	178,766
100	64.74	37.75	26.99	60.4%	1.82	4.1%	26%	False	False	147,022
120	64.74	37.75	26.99	60.4%	1.80	4.0%	26%	False	False	125,406

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	0.40
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	58.89
2.618	54.33
1.618	51.54
1.000	49.82
0.618	48.75
HIGH	47.03
0.618	45.96
0.500	45.64
0.382	45.31
LOW	44.24
0.618	42.52
1.000	41.45
1.618	39.73
2.618	36.94
4.250	32.38

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	45.64	45.98
PP	45.32	45.54
S1	45.00	45.11

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

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