NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	46.78	46.89	0.11	0.2%	46.92
High	47.10	48.05	0.95	2.0%	49.07
Low	45.79	46.88	1.09	2.4%	45.79
Close	46.89	47.44	0.55	1.2%	47.44
Range	1.31	1.17	-0.14	-10.7%	3.28
ATR	1.99	1.93	-0.06	-3.0%	0.00
Volume	21,365	20,422	-943	-4.4%	98,268

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.97	50.37	48.08
R3	49.80	49.20	47.76
R2	48.63	48.63	47.65
R1	48.03	48.03	47.55	48.33
PP	47.46	47.46	47.46	47.61
S1	46.86	46.86	47.33	47.16
S2	46.29	46.29	47.23
S3	45.12	45.69	47.12
S4	43.95	44.52	46.80

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.27	55.64	49.24
R3	53.99	52.36	48.34
R2	50.71	50.71	48.04
R1	49.08	49.08	47.74	49.90
PP	47.43	47.43	47.43	47.84
S1	45.80	45.80	47.14	46.62
S2	44.15	44.15	46.84
S3	40.87	42.52	46.54
S4	37.59	39.24	45.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.07	45.79	3.28	6.9%	1.62	3.4%	50%	False	False	19,653
10	49.42	45.79	3.63	7.7%	1.60	3.4%	45%	False	False	21,946
20	52.47	45.23	7.24	15.3%	2.24	4.7%	31%	False	False	22,343
40	52.47	40.67	11.80	24.9%	1.85	3.9%	57%	False	False	18,984
60	60.00	40.67	19.33	40.7%	1.76	3.7%	35%	False	False	15,007

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	0.25
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	53.02
2.618	51.11
1.618	49.94
1.000	49.22
0.618	48.77
HIGH	48.05
0.618	47.60
0.500	47.47
0.382	47.33
LOW	46.88
0.618	46.16
1.000	45.71
1.618	44.99
2.618	43.82
4.250	41.91

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	47.47	47.44
PP	47.46	47.43
S1	47.45	47.43

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

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