NYMEX Light Sweet Crude Oil Future November 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	46.40	44.80	-1.60	-3.4%	45.69
High	46.88	46.58	-0.30	-0.6%	50.04
Low	44.67	43.99	-0.68	-1.5%	43.89
Close	44.80	46.44	1.64	3.7%	46.63
Range	2.21	2.59	0.38	17.2%	6.15
ATR	2.43	2.44	0.01	0.5%	0.00
Volume	178,022	216,751	38,729	21.8%	739,545

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.44	52.53	47.86
R3	50.85	49.94	47.15
R2	48.26	48.26	46.91
R1	47.35	47.35	46.68	47.81
PP	45.67	45.67	45.67	45.90
S1	44.76	44.76	46.20	45.22
S2	43.08	43.08	45.97
S3	40.49	42.17	45.73
S4	37.90	39.58	45.02

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.30	62.12	50.01
R3	59.15	55.97	48.32
R2	53.00	53.00	47.76
R1	49.82	49.82	47.19	51.41
PP	46.85	46.85	46.85	47.65
S1	43.67	43.67	46.07	45.26
S2	40.70	40.70	45.50
S3	34.55	37.52	44.94
S4	28.40	31.37	43.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.96	43.99	4.97	10.7%	2.28	4.9%	49%	False	True	158,254
10	50.04	39.74	10.30	22.2%	3.33	7.2%	65%	False	False	152,905
20	50.04	38.51	11.53	24.8%	2.45	5.3%	69%	False	False	129,197
40	53.42	38.51	14.91	32.1%	1.95	4.2%	53%	False	False	85,979
60	62.68	38.51	24.17	52.0%	1.90	4.1%	33%	False	False	64,751
80	62.87	38.51	24.36	52.5%	1.81	3.9%	33%	False	False	53,188
100	65.03	38.51	26.52	57.1%	1.74	3.7%	30%	False	False	45,091
120	65.03	38.51	26.52	57.1%	1.72	3.7%	30%	False	False	39,204

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	0.71
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	57.59
2.618	53.36
1.618	50.77
1.000	49.17
0.618	48.18
HIGH	46.58
0.618	45.59
0.500	45.29
0.382	44.98
LOW	43.99
0.618	42.39
1.000	41.40
1.618	39.80
2.618	37.21
4.250	32.98

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	46.06	46.13
PP	45.67	45.81
S1	45.29	45.50

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

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