NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	89.08	89.26	0.18	0.2%	91.86
High	89.47	89.69	0.22	0.2%	93.07
Low	86.57	87.45	0.88	1.0%	86.57
Close	89.08	87.87	-1.21	-1.4%	87.87
Range	2.90	2.24	-0.66	-22.8%	6.50
ATR	1.76	1.80	0.03	1.9%	0.00
Volume	51,002	81,120	30,118	59.1%	271,283

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.06	93.70	89.10
R3	92.82	91.46	88.49
R2	90.58	90.58	88.28
R1	89.22	89.22	88.08	88.78
PP	88.34	88.34	88.34	88.12
S1	86.98	86.98	87.66	86.54
S2	86.10	86.10	87.46
S3	83.86	84.74	87.25
S4	81.62	82.50	86.64

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.67	104.77	91.45
R3	102.17	98.27	89.66
R2	95.67	95.67	89.06
R1	91.77	91.77	88.47	90.47
PP	89.17	89.17	89.17	88.52
S1	85.27	85.27	87.27	83.97
S2	82.67	82.67	86.68
S3	76.17	78.77	86.08
S4	69.67	72.27	84.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.07	86.57	6.50	7.4%	2.54	2.9%	20%	False	False	54,256
10	93.07	86.57	6.50	7.4%	1.97	2.2%	20%	False	False	43,919
20	93.07	86.57	6.50	7.4%	1.81	2.1%	20%	False	False	36,486
40	96.50	86.57	9.93	11.3%	1.54	1.8%	13%	False	False	27,931
60	99.45	86.57	12.88	14.7%	1.41	1.6%	10%	False	False	23,667
80	102.53	86.57	15.96	18.2%	1.29	1.5%	8%	False	False	19,726
100	102.53	86.57	15.96	18.2%	1.15	1.3%	8%	False	False	17,008
120	102.53	86.57	15.96	18.2%	1.08	1.2%	8%	False	False	14,742

Crabel Price Patterns
NR	True
NR4	True
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	0.47
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.21
2.618	95.55
1.618	93.31
1.000	91.93
0.618	91.07
HIGH	89.69
0.618	88.83
0.500	88.57
0.382	88.31
LOW	87.45
0.618	86.07
1.000	85.21
1.618	83.83
2.618	81.59
4.250	77.93

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	88.57	88.93
PP	88.34	88.57
S1	88.10	88.22

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

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