NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	49.02	47.50	-1.52	-3.1%	48.25
High	49.42	49.04	-0.38	-0.8%	53.08
Low	47.47	46.73	-0.74	-1.6%	46.74
Close	47.52	48.96	1.44	3.0%	49.01
Range	1.95	2.31	0.36	18.5%	6.34
ATR	2.25	2.25	0.00	0.2%	0.00
Volume	15,458	23,080	7,622	49.3%	146,705

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.17	54.38	50.23
R3	52.86	52.07	49.60
R2	50.55	50.55	49.38
R1	49.76	49.76	49.17	50.16
PP	48.24	48.24	48.24	48.44
S1	47.45	47.45	48.75	47.85
S2	45.93	45.93	48.54
S3	43.62	45.14	48.32
S4	41.31	42.83	47.69

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.63	65.16	52.50
R3	62.29	58.82	50.75
R2	55.95	55.95	50.17
R1	52.48	52.48	49.59	54.22
PP	49.61	49.61	49.61	50.48
S1	46.14	46.14	48.43	47.88
S2	43.27	43.27	47.85
S3	36.93	39.80	47.27
S4	30.59	33.46	45.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.16	46.73	4.43	9.0%	1.95	4.0%	50%	False	True	19,735
10	53.08	43.00	10.08	20.6%	3.08	6.3%	59%	False	False	25,823
20	53.08	41.25	11.83	24.2%	2.24	4.6%	65%	False	False	24,620
40	55.05	41.25	13.80	28.2%	1.73	3.5%	56%	False	False	18,886

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	58.86
2.618	55.09
1.618	52.78
1.000	51.35
0.618	50.47
HIGH	49.04
0.618	48.16
0.500	47.89
0.382	47.61
LOW	46.73
0.618	45.30
1.000	44.42
1.618	42.99
2.618	40.68
4.250	36.91

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	48.60	48.67
PP	48.24	48.37
S1	47.89	48.08

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

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