NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	51.12	52.57	1.45	2.8%	48.12
High	52.55	53.35	0.80	1.5%	53.35
Low	50.69	51.86	1.17	2.3%	48.12
Close	52.12	52.25	0.13	0.2%	52.25
Range	1.86	1.49	-0.37	-19.9%	5.23
ATR	1.73	1.71	-0.02	-1.0%	0.00
Volume	12,256	15,840	3,584	29.2%	57,974

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.96	56.09	53.07
R3	55.47	54.60	52.66
R2	53.98	53.98	52.52
R1	53.11	53.11	52.39	52.80
PP	52.49	52.49	52.49	52.33
S1	51.62	51.62	52.11	51.31
S2	51.00	51.00	51.98
S3	49.51	50.13	51.84
S4	48.02	48.64	51.43

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.93	64.82	55.13
R3	61.70	59.59	53.69
R2	56.47	56.47	53.21
R1	54.36	54.36	52.73	55.42
PP	51.24	51.24	51.24	51.77
S1	49.13	49.13	51.77	50.19
S2	46.01	46.01	51.29
S3	40.78	43.90	50.81
S4	35.55	38.67	49.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.35	48.12	5.23	10.0%	1.80	3.5%	79%	True	False	11,594
10	53.35	46.83	6.52	12.5%	1.56	3.0%	83%	True	False	10,225
20	53.35	46.83	6.52	12.5%	1.53	2.9%	83%	True	False	9,812
40	53.50	41.93	11.57	22.1%	1.77	3.4%	89%	False	False	8,684

Crabel Price Patterns
NR	True
NR4	True
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	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	59.68
2.618	57.25
1.618	55.76
1.000	54.84
0.618	54.27
HIGH	53.35
0.618	52.78
0.500	52.61
0.382	52.43
LOW	51.86
0.618	50.94
1.000	50.37
1.618	49.45
2.618	47.96
4.250	45.53

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	52.61	52.17
PP	52.49	52.10
S1	52.37	52.02

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

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