NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	51.15	47.72	-3.43	-6.7%	43.82
High	52.19	49.84	-2.35	-4.5%	49.82
Low	47.50	46.74	-0.76	-1.6%	41.25
Close	48.61	49.48	0.87	1.8%	49.06
Range	4.69	3.10	-1.59	-33.9%	8.57
ATR	2.32	2.38	0.06	2.4%	0.00
Volume	34,666	26,820	-7,846	-22.6%	123,357

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.99	56.83	51.19
R3	54.89	53.73	50.33
R2	51.79	51.79	50.05
R1	50.63	50.63	49.76	51.21
PP	48.69	48.69	48.69	48.98
S1	47.53	47.53	49.20	48.11
S2	45.59	45.59	48.91
S3	42.49	44.43	48.63
S4	39.39	41.33	47.78

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.42	69.31	53.77
R3	63.85	60.74	51.42
R2	55.28	55.28	50.63
R1	52.17	52.17	49.85	53.73
PP	46.71	46.71	46.71	47.49
S1	43.60	43.60	48.27	45.16
S2	38.14	38.14	47.49
S3	29.57	35.03	46.70
S4	21.00	26.46	44.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.08	43.00	10.08	20.4%	4.21	8.5%	64%	False	False	31,911
10	53.08	41.25	11.83	23.9%	2.88	5.8%	70%	False	False	28,461
20	53.08	41.25	11.83	23.9%	2.09	4.2%	70%	False	False	24,697
40	56.63	41.25	15.38	31.1%	1.70	3.4%	54%	False	False	17,730

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.45
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	63.02
2.618	57.96
1.618	54.86
1.000	52.94
0.618	51.76
HIGH	49.84
0.618	48.66
0.500	48.29
0.382	47.92
LOW	46.74
0.618	44.82
1.000	43.64
1.618	41.72
2.618	38.62
4.250	33.57

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	49.08	49.91
PP	48.69	49.77
S1	48.29	49.62

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

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