NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	45.59	47.34	1.75	3.8%	41.71
High	48.00	49.53	1.53	3.2%	47.58
Low	44.63	46.94	2.31	5.2%	39.22
Close	47.52	47.92	0.40	0.8%	46.86
Range	3.37	2.59	-0.78	-23.1%	8.36
ATR	2.50	2.50	0.01	0.3%	0.00
Volume	169,293	142,811	-26,482	-15.6%	571,809

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.90	54.50	49.34
R3	53.31	51.91	48.63
R2	50.72	50.72	48.39
R1	49.32	49.32	48.16	50.02
PP	48.13	48.13	48.13	48.48
S1	46.73	46.73	47.68	47.43
S2	45.54	45.54	47.45
S3	42.95	44.14	47.21
S4	40.36	41.55	46.50

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	43.50	7.39	15.4%	4.09	8.5%	60%	False	False	149,456
10	50.89	39.22	11.67	24.4%	3.13	6.5%	75%	False	False	133,601
20	50.89	39.22	11.67	24.4%	2.32	4.8%	75%	False	False	118,593
40	55.70	39.22	16.48	34.4%	1.92	4.0%	53%	False	False	90,629
60	62.98	39.22	23.76	49.6%	1.81	3.8%	37%	False	False	77,859
80	64.39	39.22	25.17	52.5%	1.78	3.7%	35%	False	False	71,006
100	65.38	39.22	26.16	54.6%	1.76	3.7%	33%	False	False	68,290
120	65.38	39.22	26.16	54.6%	1.79	3.7%	33%	False	False	64,584

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	0.48
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	60.54
2.618	56.31
1.618	53.72
1.000	52.12
0.618	51.13
HIGH	49.53
0.618	48.54
0.500	48.24
0.382	47.93
LOW	46.94
0.618	45.34
1.000	44.35
1.618	42.75
2.618	40.16
4.250	35.93

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	48.24	47.76
PP	48.13	47.59
S1	48.03	47.43

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

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