NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	49.24	47.97	-1.27	-2.6%	48.39
High	50.13	48.33	-1.80	-3.6%	50.34
Low	47.70	47.30	-0.40	-0.8%	47.21
Close	47.76	48.17	0.41	0.9%	47.81
Range	2.43	1.03	-1.40	-57.6%	3.13
ATR	1.92	1.85	-0.06	-3.3%	0.00
Volume	12,968	11,095	-1,873	-14.4%	45,017

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.02	50.63	48.74
R3	49.99	49.60	48.45
R2	48.96	48.96	48.36
R1	48.57	48.57	48.26	48.77
PP	47.93	47.93	47.93	48.03
S1	47.54	47.54	48.08	47.74
S2	46.90	46.90	47.98
S3	45.87	46.51	47.89
S4	44.84	45.48	47.60

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	50.13	47.30	2.83	5.9%	1.69	3.5%	31%	False	True	8,490
10	50.34	47.21	3.13	6.5%	1.53	3.2%	31%	False	False	8,697
20	53.50	43.84	9.66	20.1%	2.20	4.6%	45%	False	False	8,454

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.28
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	52.71
2.618	51.03
1.618	50.00
1.000	49.36
0.618	48.97
HIGH	48.33
0.618	47.94
0.500	47.82
0.382	47.69
LOW	47.30
0.618	46.66
1.000	46.27
1.618	45.63
2.618	44.60
4.250	42.92

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	48.05	48.72
PP	47.93	48.53
S1	47.82	48.35

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

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