NYMEX Light Sweet Crude Oil Future November 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	45.31	46.69	1.38	3.0%	45.32
High	47.02	46.74	-0.28	-0.6%	48.07
Low	45.03	45.37	0.34	0.8%	44.09
Close	46.96	46.36	-0.60	-1.3%	45.02
Range	1.99	1.37	-0.62	-31.2%	3.98
ATR	2.23	2.19	-0.05	-2.1%	0.00
Volume	344,190	345,875	1,685	0.5%	1,096,519

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.27	49.68	47.11
R3	48.90	48.31	46.74
R2	47.53	47.53	46.61
R1	46.94	46.94	46.49	46.55
PP	46.16	46.16	46.16	45.96
S1	45.57	45.57	46.23	45.18
S2	44.79	44.79	46.11
S3	43.42	44.20	45.98
S4	42.05	42.83	45.61

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	44.59	3.48	7.5%	2.00	4.3%	51%	False	False	288,997
10	48.07	43.99	4.08	8.8%	1.92	4.1%	58%	False	False	234,974
20	50.04	38.85	11.19	24.1%	2.53	5.5%	67%	False	False	184,251
40	50.46	38.51	11.95	25.8%	2.05	4.4%	66%	False	False	129,985
60	60.65	38.51	22.14	47.8%	1.94	4.2%	35%	False	False	94,745
80	62.87	38.51	24.36	52.5%	1.81	3.9%	32%	False	False	76,115
100	65.03	38.51	26.52	57.2%	1.78	3.8%	30%	False	False	63,695
120	65.03	38.51	26.52	57.2%	1.73	3.7%	30%	False	False	54,990

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	52.56
2.618	50.33
1.618	48.96
1.000	48.11
0.618	47.59
HIGH	46.74
0.618	46.22
0.500	46.06
0.382	45.89
LOW	45.37
0.618	44.52
1.000	44.00
1.618	43.15
2.618	41.78
4.250	39.55

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	46.26	46.23
PP	46.16	46.10
S1	46.06	45.97

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

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