NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	46.43	47.60	1.17	2.5%	46.64
High	48.04	47.87	-0.17	-0.4%	48.96
Low	46.25	46.55	0.30	0.6%	45.30
Close	48.01	47.57	-0.44	-0.9%	46.17
Range	1.79	1.32	-0.47	-26.3%	3.66
ATR	2.14	2.09	-0.05	-2.3%	0.00
Volume	24,662	32,352	7,690	31.2%	208,953

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.29	50.75	48.30
R3	49.97	49.43	47.93
R2	48.65	48.65	47.81
R1	48.11	48.11	47.69	47.72
PP	47.33	47.33	47.33	47.14
S1	46.79	46.79	47.45	46.40
S2	46.01	46.01	47.33
S3	44.69	45.47	47.21
S4	43.37	44.15	46.84

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.79	55.64	48.18
R3	54.13	51.98	47.18
R2	50.47	50.47	46.84
R1	48.32	48.32	46.51	47.57
PP	46.81	46.81	46.81	46.43
S1	44.66	44.66	45.83	43.91
S2	43.15	43.15	45.50
S3	39.49	41.00	45.16
S4	35.83	37.34	44.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.96	45.78	3.18	6.7%	1.86	3.9%	56%	False	False	34,691
10	48.96	45.30	3.66	7.7%	1.79	3.8%	62%	False	False	37,510
20	51.74	40.23	11.51	24.2%	2.42	5.1%	64%	False	False	39,904
40	51.74	39.97	11.77	24.7%	1.96	4.1%	65%	False	False	35,625
60	61.26	39.97	21.29	44.8%	1.86	3.9%	36%	False	False	28,988
80	63.32	39.97	23.35	49.1%	1.71	3.6%	33%	False	False	23,975

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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	53.48
2.618	51.33
1.618	50.01
1.000	49.19
0.618	48.69
HIGH	47.87
0.618	47.37
0.500	47.21
0.382	47.05
LOW	46.55
0.618	45.73
1.000	45.23
1.618	44.41
2.618	43.09
4.250	40.94

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	47.45	47.40
PP	47.33	47.22
S1	47.21	47.05

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

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