NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	46.05	47.97	1.92	4.2%	46.82
High	48.22	48.48	0.26	0.5%	47.62
Low	45.75	47.16	1.41	3.1%	44.67
Close	47.97	47.66	-0.31	-0.6%	45.80
Range	2.47	1.32	-1.15	-46.6%	2.95
ATR	2.26	2.19	-0.07	-3.0%	0.00
Volume	136,193	142,704	6,511	4.8%	338,318

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.73	51.01	48.39
R3	50.41	49.69	48.02
R2	49.09	49.09	47.90
R1	48.37	48.37	47.78	48.07
PP	47.77	47.77	47.77	47.62
S1	47.05	47.05	47.54	46.75
S2	46.45	46.45	47.42
S3	45.13	45.73	47.30
S4	43.81	44.41	46.93

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	48.48	44.67	3.81	8.0%	1.64	3.4%	78%	True	False	108,401
10	49.53	44.67	4.86	10.2%	1.93	4.1%	62%	False	False	104,262
20	50.89	39.22	11.67	24.5%	2.46	5.2%	72%	False	False	117,532
40	51.43	39.22	12.21	25.6%	1.97	4.1%	69%	False	False	100,136
60	62.80	39.22	23.58	49.5%	1.89	4.0%	36%	False	False	86,112
80	63.12	39.22	23.90	50.1%	1.81	3.8%	35%	False	False	77,332
100	65.38	39.22	26.16	54.9%	1.77	3.7%	32%	False	False	71,726
120	65.38	39.22	26.16	54.9%	1.76	3.7%	32%	False	False	68,935

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.09
2.618	51.94
1.618	50.62
1.000	49.80
0.618	49.30
HIGH	48.48
0.618	47.98
0.500	47.82
0.382	47.66
LOW	47.16
0.618	46.34
1.000	45.84
1.618	45.02
2.618	43.70
4.250	41.55

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	47.82	47.34
PP	47.77	47.02
S1	47.71	46.71

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

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