NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	50.00	49.14	-0.86	-1.7%	47.70
High	50.00	49.37	-0.63	-1.3%	50.00
Low	48.79	46.97	-1.82	-3.7%	46.58
Close	49.26	47.33	-1.93	-3.9%	47.33
Range	1.21	2.40	1.19	98.3%	3.42
ATR	2.04	2.07	0.03	1.3%	0.00
Volume	25,903	22,141	-3,762	-14.5%	132,151

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.09	53.61	48.65
R3	52.69	51.21	47.99
R2	50.29	50.29	47.77
R1	48.81	48.81	47.55	48.35
PP	47.89	47.89	47.89	47.66
S1	46.41	46.41	47.11	45.95
S2	45.49	45.49	46.89
S3	43.09	44.01	46.67
S4	40.69	41.61	46.01

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.23	56.20	49.21
R3	54.81	52.78	48.27
R2	51.39	51.39	47.96
R1	49.36	49.36	47.64	48.67
PP	47.97	47.97	47.97	47.62
S1	45.94	45.94	47.02	45.25
S2	44.55	44.55	46.70
S3	41.13	42.52	46.39
S4	37.71	39.10	45.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.00	46.58	3.42	7.2%	1.60	3.4%	22%	False	False	26,430
10	50.00	46.58	3.42	7.2%	1.72	3.6%	22%	False	False	22,224
20	53.08	41.25	11.83	25.0%	2.34	4.9%	51%	False	False	25,000
40	53.08	41.25	11.83	25.0%	1.82	3.8%	51%	False	False	21,273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	59.57
2.618	55.65
1.618	53.25
1.000	51.77
0.618	50.85
HIGH	49.37
0.618	48.45
0.500	48.17
0.382	47.89
LOW	46.97
0.618	45.49
1.000	44.57
1.618	43.09
2.618	40.69
4.250	36.77

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	48.17	48.49
PP	47.89	48.10
S1	47.61	47.72

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

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