NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	48.75	51.18	2.43	5.0%	47.80
High	51.30	51.99	0.69	1.3%	49.11
Low	48.31	50.26	1.95	4.0%	46.25
Close	50.91	50.37	-0.54	-1.1%	47.77
Range	2.99	1.73	-1.26	-42.1%	2.86
ATR	1.89	1.87	-0.01	-0.6%	0.00
Volume	39,910	44,367	4,457	11.2%	136,556

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.06	54.95	51.32
R3	54.33	53.22	50.85
R2	52.60	52.60	50.69
R1	51.49	51.49	50.53	51.18
PP	50.87	50.87	50.87	50.72
S1	49.76	49.76	50.21	49.45
S2	49.14	49.14	50.05
S3	47.41	48.03	49.89
S4	45.68	46.30	49.42

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.29	54.89	49.34
R3	53.43	52.03	48.56
R2	50.57	50.57	48.29
R1	49.17	49.17	48.03	48.44
PP	47.71	47.71	47.71	47.35
S1	46.31	46.31	47.51	45.58
S2	44.85	44.85	47.25
S3	41.99	43.45	46.98
S4	39.13	40.59	46.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.99	46.25	5.74	11.4%	2.06	4.1%	72%	True	False	36,372
10	51.99	46.25	5.74	11.4%	1.62	3.2%	72%	True	False	30,057
20	51.99	46.25	5.74	11.4%	1.69	3.4%	72%	True	False	27,557
40	53.08	41.25	11.83	23.5%	1.93	3.8%	77%	False	False	26,132
60	56.34	41.25	15.09	30.0%	1.71	3.4%	60%	False	False	21,588

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.34
2.618	56.52
1.618	54.79
1.000	53.72
0.618	53.06
HIGH	51.99
0.618	51.33
0.500	51.13
0.382	50.92
LOW	50.26
0.618	49.19
1.000	48.53
1.618	47.46
2.618	45.73
4.250	42.91

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	51.13	50.18
PP	50.87	50.00
S1	50.62	49.81

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

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