NYMEX Light Sweet Crude Oil Future January 2015

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

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	81.33	82.17	0.84	1.0%	84.47
High	82.71	82.63	-0.08	-0.1%	84.67
Low	81.07	79.83	-1.24	-1.5%	78.64
Close	81.96	80.13	-1.83	-2.2%	81.62
Range	1.64	2.80	1.16	70.7%	6.03
ATR	2.26	2.30	0.04	1.7%	0.00
Volume	58,342	65,883	7,541	12.9%	333,063

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	89.26	87.50	81.67
R3	86.46	84.70	80.90
R2	83.66	83.66	80.64
R1	81.90	81.90	80.39	81.38
PP	80.86	80.86	80.86	80.61
S1	79.10	79.10	79.87	78.58
S2	78.06	78.06	79.62
S3	75.26	76.30	79.36
S4	72.46	73.50	78.59

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.73	96.71	84.94
R3	93.70	90.68	83.28
R2	87.67	87.67	82.73
R1	84.65	84.65	82.17	83.15
PP	81.64	81.64	81.64	80.89
S1	78.62	78.62	81.07	77.12
S2	75.61	75.61	80.51
S3	69.58	72.59	79.96
S4	63.55	66.56	78.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.58	78.64	4.94	6.2%	2.67	3.3%	30%	False	False	63,050
10	86.72	78.64	8.08	10.1%	2.79	3.5%	18%	False	False	64,405
20	93.07	78.64	14.43	18.0%	2.43	3.0%	10%	False	False	58,081
40	94.16	78.64	15.52	19.4%	1.99	2.5%	10%	False	False	42,281
60	98.03	78.64	19.39	24.2%	1.72	2.1%	8%	False	False	33,707
80	101.87	78.64	23.23	29.0%	1.56	1.9%	6%	False	False	28,454
100	102.53	78.64	23.89	29.8%	1.42	1.8%	6%	False	False	24,567
120	102.53	78.64	23.89	29.8%	1.28	1.6%	6%	False	False	21,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.46
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.53
2.618	89.96
1.618	87.16
1.000	85.43
0.618	84.36
HIGH	82.63
0.618	81.56
0.500	81.23
0.382	80.90
LOW	79.83
0.618	78.10
1.000	77.03
1.618	75.30
2.618	72.50
4.250	67.93

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	81.23	81.27
PP	80.86	80.89
S1	80.50	80.51

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

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