NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	91.07	90.86	-0.21	-0.2%	90.22
High	91.39	91.07	-0.32	-0.4%	92.97
Low	90.43	89.65	-0.78	-0.9%	89.08
Close	90.92	90.11	-0.81	-0.9%	90.92
Range	0.96	1.42	0.46	47.9%	3.89
ATR	1.48	1.48	0.00	-0.3%	0.00
Volume	22,829	22,115	-714	-3.1%	121,603

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.54	93.74	90.89
R3	93.12	92.32	90.50
R2	91.70	91.70	90.37
R1	90.90	90.90	90.24	90.59
PP	90.28	90.28	90.28	90.12
S1	89.48	89.48	89.98	89.17
S2	88.86	88.86	89.85
S3	87.44	88.06	89.72
S4	86.02	86.64	89.33

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.66	100.68	93.06
R3	98.77	96.79	91.99
R2	94.88	94.88	91.63
R1	92.90	92.90	91.28	93.89
PP	90.99	90.99	90.99	91.49
S1	89.01	89.01	90.56	90.00
S2	87.10	87.10	90.21
S3	83.21	85.12	89.85
S4	79.32	81.23	88.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.97	89.65	3.32	3.7%	1.47	1.6%	14%	False	True	22,223
10	92.97	89.04	3.93	4.4%	1.64	1.8%	27%	False	False	29,418
20	94.16	89.04	5.12	5.7%	1.49	1.6%	21%	False	False	24,703
40	98.71	89.04	9.67	10.7%	1.34	1.5%	11%	False	False	20,713
60	101.88	89.04	12.84	14.2%	1.24	1.4%	8%	False	False	17,803
80	102.53	89.04	13.49	15.0%	1.14	1.3%	8%	False	False	15,497
100	102.53	89.04	13.49	15.0%	1.04	1.2%	8%	False	False	13,174

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.11
2.618	94.79
1.618	93.37
1.000	92.49
0.618	91.95
HIGH	91.07
0.618	90.53
0.500	90.36
0.382	90.19
LOW	89.65
0.618	88.77
1.000	88.23
1.618	87.35
2.618	85.93
4.250	83.62

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	90.36	91.05
PP	90.28	90.73
S1	90.19	90.42

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

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