NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 30-Mar-2015

Day Change Summary
	Previous	Current
	27-Mar-2015	30-Mar-2015	Change	Change %	Previous Week
Open	55.05	51.98	-3.07	-5.6%	51.07
High	55.05	53.08	-1.97	-3.6%	55.95
Low	52.30	51.74	-0.56	-1.1%	50.12
Close	52.87	52.84	-0.03	-0.1%	52.87
Range	2.75	1.34	-1.41	-51.3%	5.83
ATR	2.15	2.09	-0.06	-2.7%	0.00
Volume	40,614	22,560	-18,054	-44.5%	125,621

Daily Pivots for day following 30-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.57	56.05	53.58
R3	55.23	54.71	53.21
R2	53.89	53.89	53.09
R1	53.37	53.37	52.96	53.63
PP	52.55	52.55	52.55	52.69
S1	52.03	52.03	52.72	52.29
S2	51.21	51.21	52.59
S3	49.87	50.69	52.47
S4	48.53	49.35	52.10

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	70.47	67.50	56.08
R3	64.64	61.67	54.47
R2	58.81	58.81	53.94
R1	55.84	55.84	53.40	57.33
PP	52.98	52.98	52.98	53.72
S1	50.01	50.01	52.34	51.50
S2	47.15	47.15	51.80
S3	41.32	44.18	51.27
S4	35.49	38.35	49.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.95	51.13	4.82	9.1%	2.19	4.1%	35%	False	False	25,352
10	55.95	48.71	7.24	13.7%	2.22	4.2%	57%	False	False	23,472
20	57.15	48.71	8.44	16.0%	1.89	3.6%	49%	False	False	26,287
40	59.24	48.71	10.53	19.9%	2.16	4.1%	39%	False	False	24,811
60	59.24	48.71	10.53	19.9%	2.13	4.0%	39%	False	False	19,745
80	69.14	48.71	20.43	38.7%	2.15	4.1%	20%	False	False	15,861

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	0.34
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	58.78
2.618	56.59
1.618	55.25
1.000	54.42
0.618	53.91
HIGH	53.08
0.618	52.57
0.500	52.41
0.382	52.25
LOW	51.74
0.618	50.91
1.000	50.40
1.618	49.57
2.618	48.23
4.250	46.05

Fisher Pivots for day following 30-Mar-2015
Pivot	1 day	3 day
R1	52.70	53.85
PP	52.55	53.51
S1	52.41	53.18

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

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