NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	46.85	47.77	0.92	2.0%	48.56
High	47.76	49.92	2.16	4.5%	49.42
Low	46.67	47.77	1.10	2.4%	46.73
Close	47.39	49.59	2.20	4.6%	47.79
Range	1.09	2.15	1.06	97.2%	2.69
ATR	2.07	2.11	0.03	1.6%	0.00
Volume	33,603	27,569	-6,034	-18.0%	73,913

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.54	54.72	50.77
R3	53.39	52.57	50.18
R2	51.24	51.24	49.98
R1	50.42	50.42	49.79	50.83
PP	49.09	49.09	49.09	49.30
S1	48.27	48.27	49.39	48.68
S2	46.94	46.94	49.20
S3	44.79	46.12	49.00
S4	42.64	43.97	48.41

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.05	54.61	49.27
R3	53.36	51.92	48.53
R2	50.67	50.67	48.28
R1	49.23	49.23	48.04	48.61
PP	47.98	47.98	47.98	47.67
S1	46.54	46.54	47.54	45.92
S2	45.29	45.29	47.30
S3	42.60	43.85	47.05
S4	39.91	41.16	46.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.92	46.58	3.34	6.7%	1.67	3.4%	90%	True	False	25,670
10	51.16	46.58	4.58	9.2%	1.89	3.8%	66%	False	False	23,076
20	53.08	41.25	11.83	23.9%	2.34	4.7%	70%	False	False	25,806
40	53.88	41.25	12.63	25.5%	1.79	3.6%	66%	False	False	20,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	59.06
2.618	55.55
1.618	53.40
1.000	52.07
0.618	51.25
HIGH	49.92
0.618	49.10
0.500	48.85
0.382	48.59
LOW	47.77
0.618	46.44
1.000	45.62
1.618	44.29
2.618	42.14
4.250	38.63

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	49.34	49.14
PP	49.09	48.70
S1	48.85	48.25

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

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