NYMEX Light Sweet Crude Oil Future March 2015

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

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	55.45	54.19	-1.26	-2.3%	58.19
High	56.12	54.74	-1.38	-2.5%	58.88
Low	53.33	53.15	-0.18	-0.3%	54.91
Close	54.03	54.53	0.50	0.9%	55.13
Range	2.79	1.59	-1.20	-43.0%	3.97
ATR	2.84	2.75	-0.09	-3.1%	0.00
Volume	21,430	55,153	33,723	157.4%	210,876

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	58.91	58.31	55.40
R3	57.32	56.72	54.97
R2	55.73	55.73	54.82
R1	55.13	55.13	54.68	55.43
PP	54.14	54.14	54.14	54.29
S1	53.54	53.54	54.38	53.84
S2	52.55	52.55	54.24
S3	50.96	51.95	54.09
S4	49.37	50.36	53.66

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	57.91	53.15	4.76	8.7%	2.19	4.0%	29%	False	True	43,415
10	59.53	53.15	6.38	11.7%	3.09	5.7%	22%	False	True	61,866
20	69.46	53.15	16.31	29.9%	2.72	5.0%	8%	False	True	57,829
40	80.75	53.15	27.60	50.6%	2.60	4.8%	5%	False	True	48,917
60	87.93	53.15	34.78	63.8%	2.43	4.4%	4%	False	True	44,138
80	92.32	53.15	39.17	71.8%	2.20	4.0%	4%	False	True	39,530
100	95.56	53.15	42.41	77.8%	1.98	3.6%	3%	False	True	33,821
120	98.02	53.15	44.87	82.3%	1.81	3.3%	3%	False	True	29,941

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	0.89
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	61.50
2.618	58.90
1.618	57.31
1.000	56.33
0.618	55.72
HIGH	54.74
0.618	54.13
0.500	53.95
0.382	53.76
LOW	53.15
0.618	52.17
1.000	51.56
1.618	50.58
2.618	48.99
4.250	46.39

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	54.34	55.06
PP	54.14	54.88
S1	53.95	54.71

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

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