NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	47.59	46.17	-1.42	-3.0%	47.50
High	48.15	47.78	-0.37	-0.8%	51.74
Low	46.11	45.62	-0.49	-1.1%	45.39
Close	46.20	47.68	1.48	3.2%	47.86
Range	2.04	2.16	0.12	5.9%	6.35
ATR	2.36	2.34	-0.01	-0.6%	0.00
Volume	32,892	41,517	8,625	26.2%	238,242

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.51	52.75	48.87
R3	51.35	50.59	48.27
R2	49.19	49.19	48.08
R1	48.43	48.43	47.88	48.81
PP	47.03	47.03	47.03	47.22
S1	46.27	46.27	47.48	46.65
S2	44.87	44.87	47.28
S3	42.71	44.11	47.09
S4	40.55	41.95	46.49

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	45.62	4.53	9.5%	2.09	4.4%	45%	False	True	33,241
10	51.74	41.44	10.30	21.6%	3.20	6.7%	61%	False	False	41,787
20	51.74	39.97	11.77	24.7%	2.34	4.9%	66%	False	False	39,597
40	54.37	39.97	14.40	30.2%	1.85	3.9%	54%	False	False	31,301
60	63.15	39.97	23.18	48.6%	1.81	3.8%	33%	False	False	25,143
80	63.32	39.97	23.35	49.0%	1.70	3.6%	33%	False	False	21,152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.96
2.618	53.43
1.618	51.27
1.000	49.94
0.618	49.11
HIGH	47.78
0.618	46.95
0.500	46.70
0.382	46.45
LOW	45.62
0.618	44.29
1.000	43.46
1.618	42.13
2.618	39.97
4.250	36.44

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	47.35	47.43
PP	47.03	47.17
S1	46.70	46.92

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

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