NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	91.95	93.73	1.78	1.9%	92.73
High	94.16	93.81	-0.35	-0.4%	94.05
Low	91.91	92.76	0.85	0.9%	92.33
Close	93.91	93.06	-0.85	-0.9%	94.01
Range	2.25	1.05	-1.20	-53.3%	1.72
ATR	1.30	1.29	-0.01	-0.8%	0.00
Volume	32,917	25,925	-6,992	-21.2%	75,789

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.36	95.76	93.64
R3	95.31	94.71	93.35
R2	94.26	94.26	93.25
R1	93.66	93.66	93.16	93.44
PP	93.21	93.21	93.21	93.10
S1	92.61	92.61	92.96	92.39
S2	92.16	92.16	92.87
S3	91.11	91.56	92.77
S4	90.06	90.51	92.48

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.62	98.04	94.96
R3	96.90	96.32	94.48
R2	95.18	95.18	94.33
R1	94.60	94.60	94.17	94.89
PP	93.46	93.46	93.46	93.61
S1	92.88	92.88	93.85	93.17
S2	91.74	91.74	93.69
S3	90.02	91.16	93.54
S4	88.30	89.44	93.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.16	91.41	2.75	3.0%	1.50	1.6%	60%	False	False	24,009
10	94.16	91.41	2.75	3.0%	1.24	1.3%	60%	False	False	19,961
20	96.50	91.41	5.09	5.5%	1.23	1.3%	32%	False	False	19,024
40	99.69	91.41	8.28	8.9%	1.19	1.3%	20%	False	False	16,900
60	102.53	91.41	11.12	11.9%	1.09	1.2%	15%	False	False	13,938
80	102.53	91.41	11.12	11.9%	0.98	1.1%	15%	False	False	11,918

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.27
2.618	96.56
1.618	95.51
1.000	94.86
0.618	94.46
HIGH	93.81
0.618	93.41
0.500	93.29
0.382	93.16
LOW	92.76
0.618	92.11
1.000	91.71
1.618	91.06
2.618	90.01
4.250	88.30

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	93.29	92.97
PP	93.21	92.88
S1	93.14	92.79

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

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