NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	49.85	45.59	-4.26	-8.5%	41.71
High	50.22	48.00	-2.22	-4.4%	47.58
Low	45.48	44.63	-0.85	-1.9%	39.22
Close	46.69	47.52	0.83	1.8%	46.86
Range	4.74	3.37	-1.37	-28.9%	8.36
ATR	2.43	2.50	0.07	2.8%	0.00
Volume	170,190	169,293	-897	-0.5%	571,809

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.83	55.54	49.37
R3	53.46	52.17	48.45
R2	50.09	50.09	48.14
R1	48.80	48.80	47.83	49.45
PP	46.72	46.72	46.72	47.04
S1	45.43	45.43	47.21	46.08
S2	43.35	43.35	46.90
S3	39.98	42.06	46.59
S4	36.61	38.69	45.67

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.63	66.61	51.46
R3	61.27	58.25	49.16
R2	52.91	52.91	48.39
R1	49.89	49.89	47.63	51.40
PP	44.55	44.55	44.55	45.31
S1	41.53	41.53	46.09	43.04
S2	36.19	36.19	45.33
S3	27.83	33.17	44.56
S4	19.47	24.81	42.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.89	40.57	10.32	21.7%	4.36	9.2%	67%	False	False	140,880
10	50.89	39.22	11.67	24.6%	3.00	6.3%	71%	False	False	130,802
20	50.89	39.22	11.67	24.6%	2.23	4.7%	71%	False	False	115,177
40	55.70	39.22	16.48	34.7%	1.90	4.0%	50%	False	False	89,161
60	63.12	39.22	23.90	50.3%	1.79	3.8%	35%	False	False	76,297
80	64.39	39.22	25.17	53.0%	1.77	3.7%	33%	False	False	69,671
100	65.38	39.22	26.16	55.1%	1.74	3.7%	32%	False	False	67,281
120	65.38	39.22	26.16	55.1%	1.79	3.8%	32%	False	False	63,734

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0.49
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	62.32
2.618	56.82
1.618	53.45
1.000	51.37
0.618	50.08
HIGH	48.00
0.618	46.71
0.500	46.32
0.382	45.92
LOW	44.63
0.618	42.55
1.000	41.26
1.618	39.18
2.618	35.81
4.250	30.31

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	47.12	47.76
PP	46.72	47.68
S1	46.32	47.60

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

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