NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	47.81	48.52	0.71	1.5%	47.50
High	50.15	49.00	-1.15	-2.3%	51.74
Low	47.70	47.43	-0.27	-0.6%	45.39
Close	48.57	47.86	-0.71	-1.5%	47.86
Range	2.45	1.57	-0.88	-35.9%	6.35
ATR	2.46	2.39	-0.06	-2.6%	0.00
Volume	38,127	21,088	-17,039	-44.7%	238,242

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.81	51.90	48.72
R3	51.24	50.33	48.29
R2	49.67	49.67	48.15
R1	48.76	48.76	48.00	48.43
PP	48.10	48.10	48.10	47.93
S1	47.19	47.19	47.72	46.86
S2	46.53	46.53	47.57
S3	44.96	45.62	47.43
S4	43.39	44.05	47.00

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.38	63.97	51.35
R3	61.03	57.62	49.61
R2	54.68	54.68	49.02
R1	51.27	51.27	48.44	52.98
PP	48.33	48.33	48.33	49.18
S1	44.92	44.92	47.28	46.63
S2	41.98	41.98	46.70
S3	35.63	38.57	46.11
S4	29.28	32.22	44.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.74	45.39	6.35	13.3%	3.53	7.4%	39%	False	False	47,648
10	51.74	39.97	11.77	24.6%	3.10	6.5%	67%	False	False	42,458
20	51.74	39.97	11.77	24.6%	2.28	4.8%	67%	False	False	40,749
40	55.70	39.97	15.73	32.9%	1.84	3.8%	50%	False	False	30,050
60	63.15	39.97	23.18	48.4%	1.75	3.7%	34%	False	False	23,652
80	63.90	39.97	23.93	50.0%	1.68	3.5%	33%	False	False	19,987

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	55.67
2.618	53.11
1.618	51.54
1.000	50.57
0.618	49.97
HIGH	49.00
0.618	48.40
0.500	48.22
0.382	48.03
LOW	47.43
0.618	46.46
1.000	45.86
1.618	44.89
2.618	43.32
4.250	40.76

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	48.22	47.83
PP	48.10	47.80
S1	47.98	47.77

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

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