NYMEX Light Sweet Crude Oil Future November 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	47.51	47.17	-0.34	-0.7%	45.32
High	48.07	47.34	-0.73	-1.5%	48.07
Low	46.71	44.59	-2.12	-4.5%	44.09
Close	47.20	45.02	-2.18	-4.6%	45.02
Range	1.36	2.75	1.39	102.2%	3.98
ATR	2.21	2.25	0.04	1.7%	0.00
Volume	221,847	283,487	61,640	27.8%	1,096,519

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.90	52.21	46.53
R3	51.15	49.46	45.78
R2	48.40	48.40	45.52
R1	46.71	46.71	45.27	46.18
PP	45.65	45.65	45.65	45.39
S1	43.96	43.96	44.77	43.43
S2	42.90	42.90	44.52
S3	40.15	41.21	44.26
S4	37.40	38.46	43.51

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.67	55.32	47.21
R3	53.69	51.34	46.11
R2	49.71	49.71	45.75
R1	47.36	47.36	45.38	46.55
PP	45.73	45.73	45.73	45.32
S1	43.38	43.38	44.66	42.57
S2	41.75	41.75	44.29
S3	37.77	39.40	43.93
S4	33.79	35.42	42.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.07	44.09	3.98	8.8%	1.86	4.1%	23%	False	False	219,303
10	48.07	43.99	4.08	9.1%	1.98	4.4%	25%	False	False	192,430
20	50.04	38.51	11.53	25.6%	2.57	5.7%	56%	False	False	159,618
40	50.46	38.51	11.95	26.5%	2.03	4.5%	54%	False	False	114,052
60	61.32	38.51	22.81	50.7%	1.92	4.3%	29%	False	False	83,648
80	62.87	38.51	24.36	54.1%	1.82	4.0%	27%	False	False	67,997
100	65.03	38.51	26.52	58.9%	1.77	3.9%	25%	False	False	57,061
120	65.03	38.51	26.52	58.9%	1.73	3.8%	25%	False	False	49,336

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	0.43
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	59.03
2.618	54.54
1.618	51.79
1.000	50.09
0.618	49.04
HIGH	47.34
0.618	46.29
0.500	45.97
0.382	45.64
LOW	44.59
0.618	42.89
1.000	41.84
1.618	40.14
2.618	37.39
4.250	32.90

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	45.97	46.33
PP	45.65	45.89
S1	45.34	45.46

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

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