NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	90.86	90.04	-0.82	-0.9%	90.22
High	91.07	91.04	-0.03	0.0%	92.97
Low	89.65	89.95	0.30	0.3%	89.08
Close	90.11	90.56	0.45	0.5%	90.92
Range	1.42	1.09	-0.33	-23.2%	3.89
ATR	1.48	1.45	-0.03	-1.9%	0.00
Volume	22,115	23,047	932	4.2%	121,603

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.79	93.26	91.16
R3	92.70	92.17	90.86
R2	91.61	91.61	90.76
R1	91.08	91.08	90.66	91.35
PP	90.52	90.52	90.52	90.65
S1	89.99	89.99	90.46	90.26
S2	89.43	89.43	90.36
S3	88.34	88.90	90.26
S4	87.25	87.81	89.96

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	92.89	89.65	3.24	3.6%	1.23	1.4%	28%	False	False	22,720
10	92.97	89.04	3.93	4.3%	1.64	1.8%	39%	False	False	28,650
20	94.16	89.04	5.12	5.7%	1.50	1.7%	30%	False	False	25,076
40	98.09	89.04	9.05	10.0%	1.34	1.5%	17%	False	False	20,907
60	101.87	89.04	12.83	14.2%	1.25	1.4%	12%	False	False	18,054
80	102.53	89.04	13.49	14.9%	1.15	1.3%	11%	False	False	15,758
100	102.53	89.04	13.49	14.9%	1.04	1.1%	11%	False	False	13,358

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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.67
2.618	93.89
1.618	92.80
1.000	92.13
0.618	91.71
HIGH	91.04
0.618	90.62
0.500	90.50
0.382	90.37
LOW	89.95
0.618	89.28
1.000	88.86
1.618	88.19
2.618	87.10
4.250	85.32

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	90.54	90.55
PP	90.52	90.53
S1	90.50	90.52

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

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