NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	91.15	92.04	0.89	1.0%	90.51
High	92.25	92.47	0.22	0.2%	91.72
Low	90.91	89.08	-1.83	-2.0%	89.53
Close	92.21	89.39	-2.82	-3.1%	91.57
Range	1.34	3.39	2.05	153.0%	2.19
ATR	1.33	1.48	0.15	11.1%	0.00
Volume	15,335	16,995	1,660	10.8%	77,869

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.48	98.33	91.25
R3	97.09	94.94	90.32
R2	93.70	93.70	90.01
R1	91.55	91.55	89.70	90.93
PP	90.31	90.31	90.31	90.01
S1	88.16	88.16	89.08	87.54
S2	86.92	86.92	88.77
S3	83.53	84.77	88.46
S4	80.14	81.38	87.53

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.51	96.73	92.77
R3	95.32	94.54	92.17
R2	93.13	93.13	91.97
R1	92.35	92.35	91.77	92.74
PP	90.94	90.94	90.94	91.14
S1	90.16	90.16	91.37	90.55
S2	88.75	88.75	91.17
S3	86.56	87.97	90.97
S4	84.37	85.78	90.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.47	89.08	3.39	3.8%	1.75	2.0%	9%	True	True	17,575
10	92.53	89.08	3.45	3.9%	1.44	1.6%	9%	False	True	14,937
20	93.81	89.00	4.81	5.4%	1.55	1.7%	8%	False	False	15,568
40	95.94	89.00	6.94	7.8%	1.30	1.5%	6%	False	False	11,398
60	99.62	89.00	10.62	11.9%	1.21	1.4%	4%	False	False	9,498
80	101.33	89.00	12.33	13.8%	1.08	1.2%	3%	False	False	7,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 98 trading days

Fibonacci Retracements and Extensions
4.250	106.88
2.618	101.35
1.618	97.96
1.000	95.86
0.618	94.57
HIGH	92.47
0.618	91.18
0.500	90.78
0.382	90.37
LOW	89.08
0.618	86.98
1.000	85.69
1.618	83.59
2.618	80.20
4.250	74.67

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	90.78	90.78
PP	90.31	90.31
S1	89.85	89.85

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

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