NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	92.51	93.29	0.78	0.8%	91.08
High	93.56	93.82	0.26	0.3%	92.90
Low	91.87	89.97	-1.90	-2.1%	89.87
Close	93.49	90.27	-3.22	-3.4%	92.62
Range	1.69	3.85	2.16	127.8%	3.03
ATR	1.60	1.76	0.16	10.0%	0.00
Volume	103,085	114,166	11,081	10.7%	463,637

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.90	100.44	92.39
R3	99.05	96.59	91.33
R2	95.20	95.20	90.98
R1	92.74	92.74	90.62	92.05
PP	91.35	91.35	91.35	91.01
S1	88.89	88.89	89.92	88.20
S2	87.50	87.50	89.56
S3	83.65	85.04	89.21
S4	79.80	81.19	88.15

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.89	99.78	94.29
R3	97.86	96.75	93.45
R2	94.83	94.83	93.18
R1	93.72	93.72	92.90	94.28
PP	91.80	91.80	91.80	92.07
S1	90.69	90.69	92.34	91.25
S2	88.77	88.77	92.06
S3	85.74	87.66	91.79
S4	82.71	84.63	90.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.82	89.97	3.85	4.3%	2.10	2.3%	8%	True	True	107,015
10	93.82	89.87	3.95	4.4%	1.73	1.9%	10%	True	False	94,482
20	94.42	89.13	5.29	5.9%	1.83	2.0%	22%	False	False	90,773
40	96.98	89.13	7.85	8.7%	1.57	1.7%	15%	False	False	75,580
60	101.15	89.13	12.02	13.3%	1.49	1.7%	9%	False	False	72,984
80	103.66	89.13	14.53	16.1%	1.38	1.5%	8%	False	False	69,413
100	103.66	89.13	14.53	16.1%	1.28	1.4%	8%	False	False	63,643
120	103.66	89.13	14.53	16.1%	1.23	1.4%	8%	False	False	59,921

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 142 trading days

Fibonacci Retracements and Extensions
4.250	110.18
2.618	103.90
1.618	100.05
1.000	97.67
0.618	96.20
HIGH	93.82
0.618	92.35
0.500	91.90
0.382	91.44
LOW	89.97
0.618	87.59
1.000	86.12
1.618	83.74
2.618	79.89
4.250	73.61

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	91.90	91.90
PP	91.35	91.35
S1	90.81	90.81

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

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