NYMEX Light Sweet Crude Oil Future February 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	50.61	3.11	6.5%	42.71
High	52.47	51.56	-0.91	-1.7%	49.18
Low	46.94	46.92	-0.02	0.0%	40.67
Close	52.38	48.05	-4.33	-8.3%	48.45
Range	5.53	4.64	-0.89	-16.1%	8.51
ATR	2.07	2.32	0.24	11.7%	0.00
Volume	38,686	30,608	-8,078	-20.9%	95,923

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.76	60.05	50.60
R3	58.12	55.41	49.33
R2	53.48	53.48	48.90
R1	50.77	50.77	48.48	49.81
PP	48.84	48.84	48.84	48.36
S1	46.13	46.13	47.62	45.17
S2	44.20	44.20	47.20
S3	39.56	41.49	46.77
S4	34.92	36.85	45.50

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.63	68.55	53.13
R3	63.12	60.04	50.79
R2	54.61	54.61	50.01
R1	51.53	51.53	49.23	53.07
PP	46.10	46.10	46.10	46.87
S1	43.02	43.02	47.67	44.56
S2	37.59	37.59	46.89
S3	29.08	34.51	46.11
S4	20.57	26.00	43.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.47	41.56	10.91	22.7%	3.79	7.9%	59%	False	False	26,289
10	52.47	40.67	11.80	24.6%	2.69	5.6%	63%	False	False	22,054
20	52.47	40.67	11.80	24.6%	1.96	4.1%	63%	False	False	18,791
40	56.31	40.67	15.64	32.5%	1.67	3.5%	47%	False	False	13,055

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.28
2.618	63.71
1.618	59.07
1.000	56.20
0.618	54.43
HIGH	51.56
0.618	49.79
0.500	49.24
0.382	48.69
LOW	46.92
0.618	44.05
1.000	42.28
1.618	39.41
2.618	34.77
4.250	27.20

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	49.24	48.85
PP	48.84	48.58
S1	48.45	48.32

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

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