NYMEX Light Sweet Crude Oil Future February 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	90.18	91.01	0.83	0.9%	92.17
High	91.42	91.60	0.18	0.2%	92.38
Low	89.00	90.15	1.15	1.3%	89.00
Close	90.95	90.34	-0.61	-0.7%	90.34
Range	2.42	1.45	-0.97	-40.1%	3.38
ATR	1.32	1.33	0.01	0.7%	0.00
Volume	23,809	22,838	-971	-4.1%	95,797

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.05	94.14	91.14
R3	93.60	92.69	90.74
R2	92.15	92.15	90.61
R1	91.24	91.24	90.47	90.97
PP	90.70	90.70	90.70	90.56
S1	89.79	89.79	90.21	89.52
S2	89.25	89.25	90.07
S3	87.80	88.34	89.94
S4	86.35	86.89	89.54

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.71	98.91	92.20
R3	97.33	95.53	91.27
R2	93.95	93.95	90.96
R1	92.15	92.15	90.65	91.36
PP	90.57	90.57	90.57	90.18
S1	88.77	88.77	90.03	87.98
S2	87.19	87.19	89.72
S3	83.81	85.39	89.41
S4	80.43	82.01	88.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.38	89.00	3.38	3.7%	1.61	1.8%	40%	False	False	19,159
10	93.83	89.00	4.83	5.3%	1.55	1.7%	28%	False	False	15,221
20	93.90	89.00	4.90	5.4%	1.23	1.4%	27%	False	False	11,594
40	98.68	89.00	9.68	10.7%	1.14	1.3%	14%	False	False	9,029
60	101.33	89.00	12.33	13.6%	1.03	1.1%	11%	False	False	7,175
80	101.33	89.00	12.33	13.6%	0.93	1.0%	11%	False	False	5,974

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	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.76
2.618	95.40
1.618	93.95
1.000	93.05
0.618	92.50
HIGH	91.60
0.618	91.05
0.500	90.88
0.382	90.70
LOW	90.15
0.618	89.25
1.000	88.70
1.618	87.80
2.618	86.35
4.250	83.99

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	90.88	90.33
PP	90.70	90.31
S1	90.52	90.30

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

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