NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	47.64	48.23	0.59	1.2%	49.19
High	49.58	48.97	-0.61	-1.2%	49.83
Low	47.28	47.72	0.44	0.9%	47.28
Close	49.51	48.38	-1.13	-2.3%	48.38
Range	2.30	1.25	-1.05	-45.7%	2.55
ATR	2.07	2.05	-0.02	-1.0%	0.00
Volume	6,083	6,105	22	0.4%	20,754

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.11	51.49	49.07
R3	50.86	50.24	48.72
R2	49.61	49.61	48.61
R1	48.99	48.99	48.49	49.30
PP	48.36	48.36	48.36	48.51
S1	47.74	47.74	48.27	48.05
S2	47.11	47.11	48.15
S3	45.86	46.49	48.04
S4	44.61	45.24	47.69

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.15	54.81	49.78
R3	53.60	52.26	49.08
R2	51.05	51.05	48.85
R1	49.71	49.71	48.61	49.11
PP	48.50	48.50	48.50	48.19
S1	47.16	47.16	48.15	46.56
S2	45.95	45.95	47.91
S3	43.40	44.61	47.68
S4	40.85	42.06	46.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.54	47.28	3.26	6.7%	1.71	3.5%	34%	False	False	5,047
10	53.50	46.60	6.90	14.3%	2.64	5.5%	26%	False	False	7,986
20	53.50	41.93	11.57	23.9%	2.02	4.2%	56%	False	False	7,556

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	54.28
2.618	52.24
1.618	50.99
1.000	50.22
0.618	49.74
HIGH	48.97
0.618	48.49
0.500	48.35
0.382	48.20
LOW	47.72
0.618	46.95
1.000	46.47
1.618	45.70
2.618	44.45
4.250	42.41

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	48.37	48.56
PP	48.36	48.50
S1	48.35	48.44

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

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