NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	46.78	45.90	-0.88	-1.9%	46.82
High	47.01	46.10	-0.91	-1.9%	47.62
Low	45.23	44.67	-0.56	-1.2%	44.67
Close	45.80	44.90	-0.90	-2.0%	45.80
Range	1.78	1.43	-0.35	-19.7%	2.95
ATR	2.37	2.30	-0.07	-2.8%	0.00
Volume	99,295	71,851	-27,444	-27.6%	338,318

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.51	48.64	45.69
R3	48.08	47.21	45.29
R2	46.65	46.65	45.16
R1	45.78	45.78	45.03	45.50
PP	45.22	45.22	45.22	45.09
S1	44.35	44.35	44.77	44.07
S2	43.79	43.79	44.64
S3	42.36	42.92	44.51
S4	40.93	41.49	44.11

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.88	53.29	47.42
R3	51.93	50.34	46.61
R2	48.98	48.98	46.34
R1	47.39	47.39	46.07	46.71
PP	46.03	46.03	46.03	45.69
S1	44.44	44.44	45.53	43.76
S2	43.08	43.08	45.26
S3	40.13	41.49	44.99
S4	37.18	38.54	44.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.62	44.67	2.95	6.6%	2.04	4.5%	8%	False	True	82,033
10	50.89	44.63	6.26	13.9%	2.81	6.3%	4%	False	False	115,717
20	50.89	39.22	11.67	26.0%	2.43	5.4%	49%	False	False	111,801
40	53.06	39.22	13.84	30.8%	1.94	4.3%	41%	False	False	94,373
60	62.80	39.22	23.58	52.5%	1.88	4.2%	24%	False	False	81,775
80	63.12	39.22	23.90	53.2%	1.81	4.0%	24%	False	False	74,347
100	65.38	39.22	26.16	58.3%	1.76	3.9%	22%	False	False	69,986
120	65.38	39.22	26.16	58.3%	1.78	4.0%	22%	False	False	66,974

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	0.62
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	52.18
2.618	49.84
1.618	48.41
1.000	47.53
0.618	46.98
HIGH	46.10
0.618	45.55
0.500	45.39
0.382	45.22
LOW	44.67
0.618	43.79
1.000	43.24
1.618	42.36
2.618	40.93
4.250	38.59

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	45.39	45.92
PP	45.22	45.58
S1	45.06	45.24

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

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