NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	47.11	49.18	2.07	4.4%	48.12
High	49.35	49.42	0.07	0.1%	48.81
Low	47.11	48.24	1.13	2.4%	46.10
Close	49.04	48.73	-0.31	-0.6%	47.13
Range	2.24	1.18	-1.06	-47.3%	2.71
ATR	2.12	2.05	-0.07	-3.2%	0.00
Volume	23,149	22,166	-983	-4.2%	78,809

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.34	51.71	49.38
R3	51.16	50.53	49.05
R2	49.98	49.98	48.95
R1	49.35	49.35	48.84	49.08
PP	48.80	48.80	48.80	48.66
S1	48.17	48.17	48.62	47.90
S2	47.62	47.62	48.51
S3	46.44	46.99	48.41
S4	45.26	45.81	48.08

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.48	54.01	48.62
R3	52.77	51.30	47.88
R2	50.06	50.06	47.63
R1	48.59	48.59	47.38	47.97
PP	47.35	47.35	47.35	47.04
S1	45.88	45.88	46.88	45.26
S2	44.64	44.64	46.63
S3	41.93	43.17	46.38
S4	39.22	40.46	45.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.42	45.93	3.49	7.2%	1.40	2.9%	80%	True	False	25,515
10	50.67	45.93	4.74	9.7%	1.70	3.5%	59%	False	False	21,553
20	52.47	40.67	11.80	24.2%	2.24	4.6%	68%	False	False	22,213
40	52.53	40.67	11.86	24.3%	1.78	3.6%	68%	False	False	17,281
60	63.05	40.67	22.38	45.9%	1.70	3.5%	36%	False	False	13,421

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.44
2.618	52.51
1.618	51.33
1.000	50.60
0.618	50.15
HIGH	49.42
0.618	48.97
0.500	48.83
0.382	48.69
LOW	48.24
0.618	47.51
1.000	47.06
1.618	46.33
2.618	45.15
4.250	43.23

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	48.83	48.41
PP	48.80	48.10
S1	48.76	47.78

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

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