NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	44.97	46.45	1.48	3.3%	44.78
High	46.74	46.48	-0.26	-0.6%	47.71
Low	44.69	45.14	0.45	1.0%	43.59
Close	46.68	45.83	-0.85	-1.8%	44.68
Range	2.05	1.34	-0.71	-34.6%	4.12
ATR	2.27	2.22	-0.05	-2.3%	0.00
Volume	104,528	21,530	-82,998	-79.4%	1,661,894

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.84	49.17	46.57
R3	48.50	47.83	46.20
R2	47.16	47.16	46.08
R1	46.49	46.49	45.95	46.16
PP	45.82	45.82	45.82	45.65
S1	45.15	45.15	45.71	44.82
S2	44.48	44.48	45.58
S3	43.14	43.81	45.46
S4	41.80	42.47	45.09

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	44.24	3.47	7.6%	2.02	4.4%	46%	False	False	225,146
10	47.71	43.36	4.35	9.5%	1.94	4.2%	57%	False	False	310,551
20	49.33	38.16	11.17	24.4%	2.56	5.6%	69%	False	False	432,200
40	49.91	37.75	12.16	26.5%	2.10	4.6%	66%	False	False	322,676
60	60.31	37.75	22.56	49.2%	1.99	4.3%	36%	False	False	230,313
80	62.65	37.75	24.90	54.3%	1.86	4.1%	32%	False	False	179,568
100	64.74	37.75	26.99	58.9%	1.82	4.0%	30%	False	False	147,843
120	64.74	37.75	26.99	58.9%	1.80	3.9%	30%	False	False	126,322

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	52.18
2.618	49.99
1.618	48.65
1.000	47.82
0.618	47.31
HIGH	46.48
0.618	45.97
0.500	45.81
0.382	45.65
LOW	45.14
0.618	44.31
1.000	43.80
1.618	42.97
2.618	41.63
4.250	39.45

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	45.82	45.77
PP	45.82	45.70
S1	45.81	45.64

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

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