NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	49.06	47.95	-1.11	-2.3%	48.39
High	49.53	49.62	0.09	0.2%	50.34
Low	47.47	47.91	0.44	0.9%	47.21
Close	47.81	49.61	1.80	3.8%	47.81
Range	2.06	1.71	-0.35	-17.0%	3.13
ATR	1.93	1.92	-0.01	-0.4%	0.00
Volume	6,596	4,493	-2,103	-31.9%	45,017

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.18	53.60	50.55
R3	52.47	51.89	50.08
R2	50.76	50.76	49.92
R1	50.18	50.18	49.77	50.47
PP	49.05	49.05	49.05	49.19
S1	48.47	48.47	49.45	48.76
S2	47.34	47.34	49.30
S3	45.63	46.76	49.14
S4	43.92	45.05	48.67

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.84	55.96	49.53
R3	54.71	52.83	48.67
R2	51.58	51.58	48.38
R1	49.70	49.70	48.10	49.08
PP	48.45	48.45	48.45	48.14
S1	46.57	46.57	47.52	45.95
S2	45.32	45.32	47.24
S3	42.19	43.44	46.95
S4	39.06	40.31	46.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.34	47.31	3.03	6.1%	1.63	3.3%	76%	False	False	8,357
10	50.34	47.21	3.13	6.3%	1.67	3.4%	77%	False	False	7,026
20	53.50	41.93	11.57	23.3%	2.16	4.4%	66%	False	False	7,844

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.89
2.618	54.10
1.618	52.39
1.000	51.33
0.618	50.68
HIGH	49.62
0.618	48.97
0.500	48.77
0.382	48.56
LOW	47.91
0.618	46.85
1.000	46.20
1.618	45.14
2.618	43.43
4.250	40.64

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	49.33	49.38
PP	49.05	49.14
S1	48.77	48.91

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

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