NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	44.92	45.34	0.42	0.9%	45.81
High	46.10	46.29	0.19	0.4%	47.75
Low	44.75	45.11	0.36	0.8%	44.31
Close	45.64	45.56	-0.08	-0.2%	46.19
Range	1.35	1.18	-0.17	-12.6%	3.44
ATR	2.00	1.94	-0.06	-2.9%	0.00
Volume	89,078	116,681	27,603	31.0%	480,441

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.19	48.56	46.21
R3	48.01	47.38	45.88
R2	46.83	46.83	45.78
R1	46.20	46.20	45.67	46.52
PP	45.65	45.65	45.65	45.81
S1	45.02	45.02	45.45	45.34
S2	44.47	44.47	45.34
S3	43.29	43.84	45.24
S4	42.11	42.66	44.91

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.40	54.74	48.08
R3	52.96	51.30	47.14
R2	49.52	49.52	46.82
R1	47.86	47.86	46.51	48.69
PP	46.08	46.08	46.08	46.50
S1	44.42	44.42	45.87	45.25
S2	42.64	42.64	45.56
S3	39.20	40.98	45.24
S4	35.76	37.54	44.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.88	44.31	2.57	5.6%	1.33	2.9%	49%	False	False	107,947
10	48.48	44.31	4.17	9.2%	1.65	3.6%	30%	False	False	104,564
20	49.53	44.31	5.22	11.5%	1.89	4.2%	24%	False	False	105,742
40	50.89	39.22	11.67	25.6%	2.02	4.4%	54%	False	False	107,588
60	55.70	39.22	16.48	36.2%	1.87	4.1%	38%	False	False	93,206
80	63.12	39.22	23.90	52.5%	1.80	4.0%	27%	False	False	81,935
100	64.39	39.22	25.17	55.2%	1.77	3.9%	25%	False	False	75,722
120	65.38	39.22	26.16	57.4%	1.75	3.8%	24%	False	False	72,658

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	51.31
2.618	49.38
1.618	48.20
1.000	47.47
0.618	47.02
HIGH	46.29
0.618	45.84
0.500	45.70
0.382	45.56
LOW	45.11
0.618	44.38
1.000	43.93
1.618	43.20
2.618	42.02
4.250	40.10

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	45.70	45.55
PP	45.65	45.53
S1	45.61	45.52

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

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