NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	47.53	47.59	0.06	0.1%	47.50
High	48.22	48.15	-0.07	-0.1%	51.74
Low	46.00	46.11	0.11	0.2%	45.39
Close	47.92	46.20	-1.72	-3.6%	47.86
Range	2.22	2.04	-0.18	-8.1%	6.35
ATR	2.38	2.36	-0.02	-1.0%	0.00
Volume	32,583	32,892	309	0.9%	238,242

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.94	51.61	47.32
R3	50.90	49.57	46.76
R2	48.86	48.86	46.57
R1	47.53	47.53	46.39	47.18
PP	46.82	46.82	46.82	46.64
S1	45.49	45.49	46.01	45.14
S2	44.78	44.78	45.83
S3	42.74	43.45	45.64
S4	40.70	41.41	45.08

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	50.15	45.39	4.76	10.3%	2.31	5.0%	17%	False	False	36,785
10	51.74	40.86	10.88	23.5%	3.09	6.7%	49%	False	False	41,488
20	51.74	39.97	11.77	25.5%	2.29	5.0%	53%	False	False	39,847
40	55.64	39.97	15.67	33.9%	1.85	4.0%	40%	False	False	30,664
60	63.15	39.97	23.18	50.2%	1.79	3.9%	27%	False	False	24,580
80	63.68	39.97	23.71	51.3%	1.70	3.7%	26%	False	False	20,687

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	0.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.82
2.618	53.49
1.618	51.45
1.000	50.19
0.618	49.41
HIGH	48.15
0.618	47.37
0.500	47.13
0.382	46.89
LOW	46.11
0.618	44.85
1.000	44.07
1.618	42.81
2.618	40.77
4.250	37.44

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	47.13	47.50
PP	46.82	47.07
S1	46.51	46.63

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

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