NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	48.98	47.38	-1.60	-3.3%	47.70
High	49.72	47.81	-1.91	-3.8%	50.00
Low	47.14	46.50	-0.64	-1.4%	46.58
Close	47.21	47.58	0.37	0.8%	47.33
Range	2.58	1.31	-1.27	-49.2%	3.42
ATR	2.04	1.99	-0.05	-2.6%	0.00
Volume	32,452	23,426	-9,026	-27.8%	132,151

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.23	50.71	48.30
R3	49.92	49.40	47.94
R2	48.61	48.61	47.82
R1	48.09	48.09	47.70	48.35
PP	47.30	47.30	47.30	47.43
S1	46.78	46.78	47.46	47.04
S2	45.99	45.99	47.34
S3	44.68	45.47	47.22
S4	43.37	44.16	46.86

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	49.72	46.50	3.22	6.8%	1.87	3.9%	34%	False	True	23,950
10	50.00	46.50	3.50	7.4%	1.66	3.5%	31%	False	True	25,092
20	53.08	43.00	10.08	21.2%	2.37	5.0%	45%	False	False	25,457
40	53.08	41.25	11.83	24.9%	1.86	3.9%	54%	False	False	22,637

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.38
2.618	51.24
1.618	49.93
1.000	49.12
0.618	48.62
HIGH	47.81
0.618	47.31
0.500	47.16
0.382	47.00
LOW	46.50
0.618	45.69
1.000	45.19
1.618	44.38
2.618	43.07
4.250	40.93

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	47.44	48.11
PP	47.30	47.93
S1	47.16	47.76

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

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