NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 04-Feb-2015

Day Change Summary
	Previous	Current
	03-Feb-2015	04-Feb-2015	Change	Change %	Previous Week
Open	56.51	58.21	1.70	3.0%	50.70
High	59.92	58.67	-1.25	-2.1%	54.44
Low	56.00	54.98	-1.02	-1.8%	50.03
Close	59.26	55.40	-3.86	-6.5%	54.40
Range	3.92	3.69	-0.23	-5.9%	4.41
ATR	2.36	2.50	0.14	5.8%	0.00
Volume	33,953	40,023	6,070	17.9%	91,568

Daily Pivots for day following 04-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.42	65.10	57.43
R3	63.73	61.41	56.41
R2	60.04	60.04	56.08
R1	57.72	57.72	55.74	57.04
PP	56.35	56.35	56.35	56.01
S1	54.03	54.03	55.06	53.35
S2	52.66	52.66	54.72
S3	48.97	50.34	54.39
S4	45.28	46.65	53.37

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.19	64.70	56.83
R3	61.78	60.29	55.61
R2	57.37	57.37	55.21
R1	55.88	55.88	54.80	56.63
PP	52.96	52.96	52.96	53.33
S1	51.47	51.47	54.00	52.22
S2	48.55	48.55	53.59
S3	44.14	47.06	53.19
S4	39.73	42.65	51.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.92	50.03	9.89	17.9%	3.16	5.7%	54%	False	False	26,913
10	59.92	50.03	9.89	17.9%	2.39	4.3%	54%	False	False	24,969
20	59.92	49.90	10.02	18.1%	2.25	4.1%	55%	False	False	21,428
40	66.51	49.90	16.61	30.0%	2.27	4.1%	33%	False	False	15,146

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	74.35
2.618	68.33
1.618	64.64
1.000	62.36
0.618	60.95
HIGH	58.67
0.618	57.26
0.500	56.83
0.382	56.39
LOW	54.98
0.618	52.70
1.000	51.29
1.618	49.01
2.618	45.32
4.250	39.30

Fisher Pivots for day following 04-Feb-2015
Pivot	1 day	3 day
R1	56.83	56.60
PP	56.35	56.20
S1	55.88	55.80

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

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