NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	57.13	56.25	-0.88	-1.5%	58.19
High	57.50	56.96	-0.54	-0.9%	58.88
Low	55.46	54.91	-0.55	-1.0%	54.91
Close	56.22	55.13	-1.09	-1.9%	55.13
Range	2.04	2.05	0.01	0.5%	3.97
ATR	2.91	2.85	-0.06	-2.1%	0.00
Volume	48,128	28,967	-19,161	-39.8%	210,876

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	61.82	60.52	56.26
R3	59.77	58.47	55.69
R2	57.72	57.72	55.51
R1	56.42	56.42	55.32	56.05
PP	55.67	55.67	55.67	55.48
S1	54.37	54.37	54.94	54.00
S2	53.62	53.62	54.75
S3	51.57	52.32	54.57
S4	49.52	50.27	54.00

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	68.22	65.64	57.31
R3	64.25	61.67	56.22
R2	60.28	60.28	55.86
R1	57.70	57.70	55.49	57.01
PP	56.31	56.31	56.31	55.96
S1	53.73	53.73	54.77	53.04
S2	52.34	52.34	54.40
S3	48.37	49.76	54.04
S4	44.40	45.79	52.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.88	54.74	4.14	7.5%	2.78	5.0%	9%	False	False	60,219
10	60.10	54.33	5.77	10.5%	3.22	5.8%	14%	False	False	68,197
20	73.68	54.33	19.35	35.1%	3.16	5.7%	4%	False	False	58,644
40	81.43	54.33	27.10	49.2%	2.56	4.6%	3%	False	False	48,242
60	88.45	54.33	34.12	61.9%	2.43	4.4%	2%	False	False	44,538
80	93.59	54.33	39.26	71.2%	2.17	3.9%	2%	False	False	38,915
100	95.56	54.33	41.23	74.8%	1.95	3.5%	2%	False	False	33,271
120	98.49	54.33	44.16	80.1%	1.79	3.2%	2%	False	False	29,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.96
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.67
2.618	62.33
1.618	60.28
1.000	59.01
0.618	58.23
HIGH	56.96
0.618	56.18
0.500	55.94
0.382	55.69
LOW	54.91
0.618	53.64
1.000	52.86
1.618	51.59
2.618	49.54
4.250	46.20

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	55.94	56.41
PP	55.67	55.98
S1	55.40	55.56

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

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