NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	47.19	47.05	-0.14	-0.3%	45.90
High	47.23	47.75	0.52	1.1%	48.48
Low	45.91	45.04	-0.87	-1.9%	44.67
Close	46.92	45.10	-1.82	-3.9%	45.56
Range	1.32	2.71	1.39	105.3%	3.81
ATR	2.16	2.20	0.04	1.8%	0.00
Volume	68,581	98,544	29,963	43.7%	544,568

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.09	52.31	46.59
R3	51.38	49.60	45.85
R2	48.67	48.67	45.60
R1	46.89	46.89	45.35	46.43
PP	45.96	45.96	45.96	45.73
S1	44.18	44.18	44.85	43.72
S2	43.25	43.25	44.60
S3	40.54	41.47	44.35
S4	37.83	38.76	43.61

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	45.04	3.44	7.6%	1.98	4.4%	2%	False	True	101,181
10	48.48	44.67	3.81	8.4%	1.93	4.3%	11%	False	False	99,185
20	50.89	40.10	10.79	23.9%	2.54	5.6%	46%	False	False	110,906
40	51.08	39.22	11.86	26.3%	2.05	4.5%	50%	False	False	102,731
60	61.00	39.22	21.78	48.3%	1.95	4.3%	27%	False	False	89,288
80	63.12	39.22	23.90	53.0%	1.82	4.0%	25%	False	False	78,914
100	65.38	39.22	26.16	58.0%	1.80	4.0%	22%	False	False	73,096
120	65.38	39.22	26.16	58.0%	1.77	3.9%	22%	False	False	70,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	59.27
2.618	54.84
1.618	52.13
1.000	50.46
0.618	49.42
HIGH	47.75
0.618	46.71
0.500	46.40
0.382	46.08
LOW	45.04
0.618	43.37
1.000	42.33
1.618	40.66
2.618	37.95
4.250	33.52

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	46.40	46.40
PP	45.96	45.96
S1	45.53	45.53

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

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