NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	47.34	47.82	0.48	1.0%	46.57
High	49.53	48.38	-1.15	-2.3%	50.89
Low	46.94	46.83	-0.11	-0.2%	44.63
Close	47.92	47.23	-0.69	-1.4%	47.23
Range	2.59	1.55	-1.04	-40.2%	6.26
ATR	2.50	2.44	-0.07	-2.7%	0.00
Volume	142,811	118,785	-24,026	-16.8%	747,003

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.13	51.23	48.08
R3	50.58	49.68	47.66
R2	49.03	49.03	47.51
R1	48.13	48.13	47.37	47.81
PP	47.48	47.48	47.48	47.32
S1	46.58	46.58	47.09	46.26
S2	45.93	45.93	46.95
S3	44.38	45.03	46.80
S4	42.83	43.48	46.38

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.36	63.06	50.67
R3	60.10	56.80	48.95
R2	53.84	53.84	48.38
R1	50.54	50.54	47.80	52.19
PP	47.58	47.58	47.58	48.41
S1	44.28	44.28	46.66	45.93
S2	41.32	41.32	46.08
S3	35.06	38.02	45.51
S4	28.80	31.76	43.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.89	44.63	6.26	13.3%	3.58	7.6%	42%	False	False	149,400
10	50.89	39.22	11.67	24.7%	3.14	6.7%	69%	False	False	131,881
20	50.89	39.22	11.67	24.7%	2.33	4.9%	69%	False	False	119,430
40	55.30	39.22	16.08	34.0%	1.91	4.0%	50%	False	False	91,970
60	62.98	39.22	23.76	50.3%	1.82	3.9%	34%	False	False	78,792
80	63.65	39.22	24.43	51.7%	1.78	3.8%	33%	False	False	71,920
100	65.38	39.22	26.16	55.4%	1.74	3.7%	31%	False	False	68,946
120	65.38	39.22	26.16	55.4%	1.79	3.8%	31%	False	False	65,253

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	54.97
2.618	52.44
1.618	50.89
1.000	49.93
0.618	49.34
HIGH	48.38
0.618	47.79
0.500	47.61
0.382	47.42
LOW	46.83
0.618	45.87
1.000	45.28
1.618	44.32
2.618	42.77
4.250	40.24

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	47.61	47.18
PP	47.48	47.13
S1	47.36	47.08

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

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