NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	48.00	47.80	-0.20	-0.4%	47.41
High	48.66	47.80	-0.86	-1.8%	49.72
Low	47.57	46.54	-1.03	-2.2%	46.50
Close	48.09	46.67	-1.42	-3.0%	48.09
Range	1.09	1.26	0.17	15.6%	3.22
ATR	1.93	1.90	-0.03	-1.4%	0.00
Volume	29,286	25,828	-3,458	-11.8%	126,896

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.78	49.99	47.36
R3	49.52	48.73	47.02
R2	48.26	48.26	46.90
R1	47.47	47.47	46.79	47.24
PP	47.00	47.00	47.00	46.89
S1	46.21	46.21	46.55	45.98
S2	45.74	45.74	46.44
S3	44.48	44.95	46.32
S4	43.22	43.69	45.98

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.76	56.15	49.86
R3	54.54	52.93	48.98
R2	51.32	51.32	48.68
R1	49.71	49.71	48.39	50.52
PP	48.10	48.10	48.10	48.51
S1	46.49	46.49	47.79	47.30
S2	44.88	44.88	47.50
S3	41.66	43.27	47.20
S4	38.44	40.05	46.32

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	6.9%	1.51	3.2%	5%	False	False	27,386
10	50.00	46.50	3.50	7.5%	1.61	3.5%	5%	False	False	26,194
20	53.08	46.50	6.58	14.1%	2.10	4.5%	3%	False	False	25,274
40	53.08	41.25	11.83	25.3%	1.87	4.0%	46%	False	False	23,451

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.16
2.618	51.10
1.618	49.84
1.000	49.06
0.618	48.58
HIGH	47.80
0.618	47.32
0.500	47.17
0.382	47.02
LOW	46.54
0.618	45.76
1.000	45.28
1.618	44.50
2.618	43.24
4.250	41.19

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	47.17	47.58
PP	47.00	47.28
S1	46.84	46.97

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

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