NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	51.52	48.20	-3.32	-6.4%	43.67
High	52.50	50.07	-2.43	-4.6%	50.34
Low	48.06	47.42	-0.64	-1.3%	41.93
Close	49.09	50.00	0.91	1.9%	49.61
Range	4.44	2.65	-1.79	-40.3%	8.41
ATR	2.14	2.18	0.04	1.7%	0.00
Volume	10,346	8,794	-1,552	-15.0%	39,129

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.11	56.21	51.46
R3	54.46	53.56	50.73
R2	51.81	51.81	50.49
R1	50.91	50.91	50.24	51.36
PP	49.16	49.16	49.16	49.39
S1	48.26	48.26	49.76	48.71
S2	46.51	46.51	49.51
S3	43.86	45.61	49.27
S4	41.21	42.96	48.54

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.52	69.48	54.24
R3	64.11	61.07	51.92
R2	55.70	55.70	51.15
R1	52.66	52.66	50.38	54.18
PP	47.29	47.29	47.29	48.06
S1	44.25	44.25	48.84	45.77
S2	38.88	38.88	48.07
S3	30.47	35.84	47.30
S4	22.06	27.43	44.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.50	43.84	9.66	19.3%	3.95	7.9%	64%	False	False	10,727
10	53.50	41.93	11.57	23.1%	2.59	5.2%	70%	False	False	9,122
20	53.50	41.93	11.57	23.1%	1.86	3.7%	70%	False	False	8,271

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.45
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	61.33
2.618	57.01
1.618	54.36
1.000	52.72
0.618	51.71
HIGH	50.07
0.618	49.06
0.500	48.75
0.382	48.43
LOW	47.42
0.618	45.78
1.000	44.77
1.618	43.13
2.618	40.48
4.250	36.16

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	49.58	50.46
PP	49.16	50.31
S1	48.75	50.15

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

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