NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	50.30	52.47	2.17	4.3%	52.10
High	52.76	52.51	-0.25	-0.5%	54.66
Low	50.25	50.38	0.13	0.3%	49.14
Close	52.76	50.40	-2.36	-4.5%	52.76
Range	2.51	2.13	-0.38	-15.1%	5.52
ATR	2.35	2.35	0.00	0.1%	0.00
Volume	11,214	4,754	-6,460	-57.6%	41,220

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.49	56.07	51.57
R3	55.36	53.94	50.99
R2	53.23	53.23	50.79
R1	51.81	51.81	50.60	51.46
PP	51.10	51.10	51.10	50.92
S1	49.68	49.68	50.20	49.33
S2	48.97	48.97	50.01
S3	46.84	47.55	49.81
S4	44.71	45.42	49.23

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.75	66.27	55.80
R3	63.23	60.75	54.28
R2	57.71	57.71	53.77
R1	55.23	55.23	53.27	56.47
PP	52.19	52.19	52.19	52.81
S1	49.71	49.71	52.25	50.95
S2	46.67	46.67	51.75
S3	41.15	44.19	51.24
S4	35.63	38.67	49.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.66	49.14	5.52	11.0%	2.71	5.4%	23%	False	False	7,656
10	54.66	49.14	5.52	11.0%	2.26	4.5%	23%	False	False	7,670
20	60.55	49.14	11.41	22.6%	2.22	4.4%	11%	False	False	5,691
40	76.90	49.14	27.76	55.1%	2.24	4.4%	5%	False	False	4,943

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	61.56
2.618	58.09
1.618	55.96
1.000	54.64
0.618	53.83
HIGH	52.51
0.618	51.70
0.500	51.45
0.382	51.19
LOW	50.38
0.618	49.06
1.000	48.25
1.618	46.93
2.618	44.80
4.250	41.33

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	51.45	52.46
PP	51.10	51.77
S1	50.75	51.09

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

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