NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	80.42	81.95	1.53	1.9%	82.39
High	82.37	81.95	-0.42	-0.5%	83.23
Low	80.05	80.36	0.31	0.4%	80.05
Close	82.09	81.01	-1.08	-1.3%	81.01
Range	2.32	1.59	-0.73	-31.5%	3.18
ATR	2.37	2.33	-0.05	-1.9%	0.00
Volume	354,839	272,509	-82,330	-23.2%	1,578,131

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.88	85.03	81.88
R3	84.29	83.44	81.45
R2	82.70	82.70	81.30
R1	81.85	81.85	81.16	81.48
PP	81.11	81.11	81.11	80.92
S1	80.26	80.26	80.86	79.89
S2	79.52	79.52	80.72
S3	77.93	78.67	80.57
S4	76.34	77.08	80.14

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.97	89.17	82.76
R3	87.79	85.99	81.88
R2	84.61	84.61	81.59
R1	82.81	82.81	81.30	82.12
PP	81.43	81.43	81.43	81.09
S1	79.63	79.63	80.72	78.94
S2	78.25	78.25	80.43
S3	75.07	76.45	80.14
S4	71.89	73.27	79.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.23	80.05	3.18	3.9%	2.09	2.6%	30%	False	False	315,626
10	85.13	79.10	6.03	7.4%	2.56	3.2%	32%	False	False	271,553
20	93.82	79.10	14.72	18.2%	2.57	3.2%	13%	False	False	210,319
40	94.42	79.10	15.32	18.9%	2.16	2.7%	12%	False	False	149,351
60	96.98	79.10	17.88	22.1%	1.85	2.3%	11%	False	False	119,423
80	101.34	79.10	22.24	27.5%	1.71	2.1%	9%	False	False	105,808
100	103.66	79.10	24.56	30.3%	1.58	2.0%	8%	False	False	96,391
120	103.66	79.10	24.56	30.3%	1.46	1.8%	8%	False	False	86,981

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.46
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	88.71
2.618	86.11
1.618	84.52
1.000	83.54
0.618	82.93
HIGH	81.95
0.618	81.34
0.500	81.16
0.382	80.97
LOW	80.36
0.618	79.38
1.000	78.77
1.618	77.79
2.618	76.20
4.250	73.60

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	81.16	81.60
PP	81.11	81.40
S1	81.06	81.21

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

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