NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	47.60	45.81	-1.79	-3.8%	45.90
High	47.79	47.49	-0.30	-0.6%	48.48
Low	45.14	45.60	0.46	1.0%	44.67
Close	45.56	47.43	1.87	4.1%	45.56
Range	2.65	1.89	-0.76	-28.7%	3.81
ATR	2.23	2.20	-0.02	-1.0%	0.00
Volume	101,855	94,221	-7,634	-7.5%	544,568

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.51	51.86	48.47
R3	50.62	49.97	47.95
R2	48.73	48.73	47.78
R1	48.08	48.08	47.60	48.41
PP	46.84	46.84	46.84	47.00
S1	46.19	46.19	47.26	46.52
S2	44.95	44.95	47.08
S3	43.06	44.30	46.91
S4	41.17	42.41	46.39

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.67	55.42	47.66
R3	53.86	51.61	46.61
R2	50.05	50.05	46.26
R1	47.80	47.80	45.91	47.02
PP	46.24	46.24	46.24	45.85
S1	43.99	43.99	45.21	43.21
S2	42.43	42.43	44.86
S3	38.62	40.18	44.51
S4	34.81	36.37	43.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.48	44.93	3.55	7.5%	1.91	4.0%	70%	False	False	113,387
10	48.48	44.67	3.81	8.0%	1.97	4.2%	72%	False	False	97,710
20	50.89	39.22	11.67	24.6%	2.56	5.4%	70%	False	False	114,795
40	51.08	39.22	11.86	25.0%	2.02	4.3%	69%	False	False	101,407
60	61.20	39.22	21.98	46.3%	1.92	4.0%	37%	False	False	87,537
80	63.12	39.22	23.90	50.4%	1.82	3.8%	34%	False	False	78,441
100	65.38	39.22	26.16	55.2%	1.78	3.8%	31%	False	False	72,934
120	65.38	39.22	26.16	55.2%	1.78	3.7%	31%	False	False	70,044

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.52
2.618	52.44
1.618	50.55
1.000	49.38
0.618	48.66
HIGH	47.49
0.618	46.77
0.500	46.55
0.382	46.32
LOW	45.60
0.618	44.43
1.000	43.71
1.618	42.54
2.618	40.65
4.250	37.57

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	47.14	47.22
PP	46.84	47.02
S1	46.55	46.81

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

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