NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	44.50	44.92	0.42	0.9%	45.31
High	45.70	45.85	0.15	0.3%	47.15
Low	44.30	44.68	0.38	0.9%	43.71
Close	45.23	45.09	-0.14	-0.3%	45.70
Range	1.40	1.17	-0.23	-16.4%	3.44
ATR	2.03	1.97	-0.06	-3.0%	0.00
Volume	265,176	355,853	90,677	34.2%	1,812,620

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.72	48.07	45.73
R3	47.55	46.90	45.41
R2	46.38	46.38	45.30
R1	45.73	45.73	45.20	46.06
PP	45.21	45.21	45.21	45.37
S1	44.56	44.56	44.98	44.89
S2	44.04	44.04	44.88
S3	42.87	43.39	44.77
S4	41.70	42.22	44.45

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.84	54.21	47.59
R3	52.40	50.77	46.65
R2	48.96	48.96	46.33
R1	47.33	47.33	46.02	48.15
PP	45.52	45.52	45.52	45.93
S1	43.89	43.89	45.38	44.71
S2	42.08	42.08	45.07
S3	38.64	40.45	44.75
S4	35.20	37.01	43.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.38	43.71	2.67	5.9%	1.35	3.0%	52%	False	False	321,106
10	48.07	43.71	4.36	9.7%	1.70	3.8%	32%	False	False	321,288
20	48.96	43.71	5.25	11.6%	1.94	4.3%	26%	False	False	246,813
40	50.04	38.51	11.53	25.6%	2.06	4.6%	57%	False	False	175,605
60	55.06	38.51	16.55	36.7%	1.90	4.2%	40%	False	False	126,265
80	62.87	38.51	24.36	54.0%	1.81	4.0%	27%	False	False	99,461
100	64.04	38.51	25.53	56.6%	1.77	3.9%	26%	False	False	83,028
120	65.03	38.51	26.52	58.8%	1.73	3.8%	25%	False	False	71,252

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	50.82
2.618	48.91
1.618	47.74
1.000	47.02
0.618	46.57
HIGH	45.85
0.618	45.40
0.500	45.27
0.382	45.13
LOW	44.68
0.618	43.96
1.000	43.51
1.618	42.79
2.618	41.62
4.250	39.71

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	45.27	45.09
PP	45.21	45.08
S1	45.15	45.08

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

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