NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	54.04	54.16	0.12	0.2%	56.56
High	54.22	54.90	0.68	1.3%	57.19
Low	52.96	53.08	0.12	0.2%	54.98
Close	53.98	53.44	-0.54	-1.0%	55.42
Range	1.26	1.82	0.56	44.4%	2.21
ATR	1.89	1.89	-0.01	-0.3%	0.00
Volume	22,379	29,363	6,984	31.2%	155,809

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.27	58.17	54.44
R3	57.45	56.35	53.94
R2	55.63	55.63	53.77
R1	54.53	54.53	53.61	54.17
PP	53.81	53.81	53.81	53.63
S1	52.71	52.71	53.27	52.35
S2	51.99	51.99	53.11
S3	50.17	50.89	52.94
S4	48.35	49.07	52.44

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.49	61.17	56.64
R3	60.28	58.96	56.03
R2	58.07	58.07	55.83
R1	56.75	56.75	55.62	56.31
PP	55.86	55.86	55.86	55.64
S1	54.54	54.54	55.22	54.10
S2	53.65	53.65	55.01
S3	51.44	52.33	54.81
S4	49.23	50.12	54.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.73	52.96	3.77	7.1%	1.52	2.8%	13%	False	False	27,167
10	57.19	52.96	4.23	7.9%	1.43	2.7%	11%	False	False	29,538
20	59.24	52.96	6.28	11.8%	1.78	3.3%	8%	False	False	27,127
40	59.24	49.00	10.24	19.2%	2.14	4.0%	43%	False	False	21,211
60	60.55	49.00	11.55	21.6%	2.19	4.1%	38%	False	False	15,854
80	76.90	49.00	27.90	52.2%	2.11	3.9%	16%	False	False	12,786

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	62.64
2.618	59.66
1.618	57.84
1.000	56.72
0.618	56.02
HIGH	54.90
0.618	54.20
0.500	53.99
0.382	53.78
LOW	53.08
0.618	51.96
1.000	51.26
1.618	50.14
2.618	48.32
4.250	45.35

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	53.99	54.11
PP	53.81	53.88
S1	53.62	53.66

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

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