NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	47.50	50.18	2.68	5.6%	42.42
High	51.74	50.95	-0.79	-1.5%	48.43
Low	46.11	46.20	0.09	0.2%	39.97
Close	51.63	47.40	-4.23	-8.2%	47.72
Range	5.63	4.75	-0.88	-15.6%	8.46
ATR	2.16	2.40	0.23	10.8%	0.00
Volume	58,686	61,104	2,418	4.1%	186,346

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.43	59.67	50.01
R3	57.68	54.92	48.71
R2	52.93	52.93	48.27
R1	50.17	50.17	47.84	49.18
PP	48.18	48.18	48.18	47.69
S1	45.42	45.42	46.96	44.43
S2	43.43	43.43	46.53
S3	38.68	40.67	46.09
S4	33.93	35.92	44.79

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	70.75	67.70	52.37
R3	62.29	59.24	50.05
R2	53.83	53.83	49.27
R1	50.78	50.78	48.50	52.31
PP	45.37	45.37	45.37	46.14
S1	42.32	42.32	46.94	43.85
S2	36.91	36.91	46.17
S3	28.45	33.86	45.39
S4	19.99	25.40	43.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.74	40.86	10.88	23.0%	3.87	8.2%	60%	False	False	46,190
10	51.74	39.97	11.77	24.8%	2.87	6.0%	63%	False	False	41,897
20	51.74	39.97	11.77	24.8%	2.11	4.5%	63%	False	False	39,181
40	56.10	39.97	16.13	34.0%	1.79	3.8%	46%	False	False	28,323
60	63.32	39.97	23.35	49.3%	1.69	3.6%	32%	False	False	22,257

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	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.14
2.618	63.39
1.618	58.64
1.000	55.70
0.618	53.89
HIGH	50.95
0.618	49.14
0.500	48.58
0.382	48.01
LOW	46.20
0.618	43.26
1.000	41.45
1.618	38.51
2.618	33.76
4.250	26.01

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	48.58	48.07
PP	48.18	47.85
S1	47.79	47.62

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

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