NYMEX Light Sweet Crude Oil Future February 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	48.64	48.96	0.32	0.7%	47.50
High	50.67	49.24	-1.43	-2.8%	52.47
Low	48.27	48.15	-0.12	-0.2%	46.10
Close	49.18	48.46	-0.72	-1.5%	48.46
Range	2.40	1.09	-1.31	-54.6%	6.37
ATR	2.38	2.29	-0.09	-3.9%	0.00
Volume	21,295	12,623	-8,672	-40.7%	129,017

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.89	51.26	49.06
R3	50.80	50.17	48.76
R2	49.71	49.71	48.66
R1	49.08	49.08	48.56	48.85
PP	48.62	48.62	48.62	48.50
S1	47.99	47.99	48.36	47.76
S2	47.53	47.53	48.26
S3	46.44	46.90	48.16
S4	45.35	45.81	47.86

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.12	64.66	51.96
R3	61.75	58.29	50.21
R2	55.38	55.38	49.63
R1	51.92	51.92	49.04	53.65
PP	49.01	49.01	49.01	49.88
S1	45.55	45.55	47.88	47.28
S2	42.64	42.64	47.29
S3	36.27	39.18	46.71
S4	29.90	32.81	44.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.47	46.10	6.37	13.1%	3.37	7.0%	37%	False	False	25,803
10	52.47	40.67	11.80	24.3%	2.88	5.9%	66%	False	False	22,494
20	52.47	40.67	11.80	24.3%	2.11	4.3%	66%	False	False	20,285
40	56.05	40.67	15.38	31.7%	1.72	3.6%	51%	False	False	14,098
60	63.33	40.67	22.66	46.8%	1.62	3.3%	34%	False	False	11,072

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	0.38
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	53.87
2.618	52.09
1.618	51.00
1.000	50.33
0.618	49.91
HIGH	49.24
0.618	48.82
0.500	48.70
0.382	48.57
LOW	48.15
0.618	47.48
1.000	47.06
1.618	46.39
2.618	45.30
4.250	43.52

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	48.70	48.44
PP	48.62	48.41
S1	48.54	48.39

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

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