NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	90.23	91.25	1.02	1.1%	92.35
High	91.65	91.83	0.18	0.2%	92.50
Low	89.04	90.31	1.27	1.4%	89.04
Close	91.11	90.48	-0.63	-0.7%	90.48
Range	2.61	1.52	-1.09	-41.8%	3.46
ATR	1.45	1.46	0.00	0.3%	0.00
Volume	43,780	39,845	-3,935	-9.0%	168,920

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.43	94.48	91.32
R3	93.91	92.96	90.90
R2	92.39	92.39	90.76
R1	91.44	91.44	90.62	91.16
PP	90.87	90.87	90.87	90.73
S1	89.92	89.92	90.34	89.64
S2	89.35	89.35	90.20
S3	87.83	88.40	90.06
S4	86.31	86.88	89.64

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.05	99.23	92.38
R3	97.59	95.77	91.43
R2	94.13	94.13	91.11
R1	92.31	92.31	90.80	91.49
PP	90.67	90.67	90.67	90.27
S1	88.85	88.85	90.16	88.03
S2	87.21	87.21	89.85
S3	83.75	85.39	89.53
S4	80.29	81.93	88.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.50	89.04	3.46	3.8%	1.72	1.9%	42%	False	False	33,784
10	94.16	89.04	5.12	5.7%	1.71	1.9%	28%	False	False	29,716
20	94.20	89.04	5.16	5.7%	1.37	1.5%	28%	False	False	23,449
40	99.36	89.04	10.32	11.4%	1.26	1.4%	14%	False	False	20,021
60	102.53	89.04	13.49	14.9%	1.18	1.3%	11%	False	False	16,220
80	102.53	89.04	13.49	14.9%	1.07	1.2%	11%	False	False	13,977
100	102.53	89.04	13.49	14.9%	0.99	1.1%	11%	False	False	11,952

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	0.29
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.29
2.618	95.81
1.618	94.29
1.000	93.35
0.618	92.77
HIGH	91.83
0.618	91.25
0.500	91.07
0.382	90.89
LOW	90.31
0.618	89.37
1.000	88.79
1.618	87.85
2.618	86.33
4.250	83.85

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	91.07	90.47
PP	90.87	90.45
S1	90.68	90.44

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

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