NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	90.28	91.14	0.86	1.0%	89.99
High	91.49	91.70	0.21	0.2%	92.63
Low	89.71	90.45	0.74	0.8%	89.03
Close	91.10	90.92	-0.18	-0.2%	90.76
Range	1.78	1.25	-0.53	-29.8%	3.60
ATR	1.36	1.35	-0.01	-0.6%	0.00
Volume	16,783	21,475	4,692	28.0%	68,798

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.77	94.10	91.61
R3	93.52	92.85	91.26
R2	92.27	92.27	91.15
R1	91.60	91.60	91.03	91.31
PP	91.02	91.02	91.02	90.88
S1	90.35	90.35	90.81	90.06
S2	89.77	89.77	90.69
S3	88.52	89.10	90.58
S4	87.27	87.85	90.23

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.61	99.78	92.74
R3	98.01	96.18	91.75
R2	94.41	94.41	91.42
R1	92.58	92.58	91.09	93.50
PP	90.81	90.81	90.81	91.26
S1	88.98	88.98	90.43	89.90
S2	87.21	87.21	90.10
S3	83.61	85.38	89.77
S4	80.01	81.78	88.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.70	89.53	2.17	2.4%	1.25	1.4%	64%	True	False	14,907
10	92.63	89.03	3.60	4.0%	1.41	1.5%	53%	False	False	15,221
20	93.83	89.00	4.83	5.3%	1.45	1.6%	40%	False	False	14,381
40	96.27	89.00	7.27	8.0%	1.23	1.4%	26%	False	False	10,599
60	100.76	89.00	11.76	12.9%	1.15	1.3%	16%	False	False	8,831
80	101.33	89.00	12.33	13.6%	1.03	1.1%	16%	False	False	7,423

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.01
2.618	94.97
1.618	93.72
1.000	92.95
0.618	92.47
HIGH	91.70
0.618	91.22
0.500	91.08
0.382	90.93
LOW	90.45
0.618	89.68
1.000	89.20
1.618	88.43
2.618	87.18
4.250	85.14

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	91.08	90.85
PP	91.02	90.78
S1	90.97	90.71

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

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