NYMEX Light Sweet Crude Oil Future February 2015

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

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	55.12	57.75	2.63	4.8%	56.90
High	58.42	58.53	0.11	0.2%	59.27
Low	54.42	55.13	0.71	1.3%	53.94
Close	57.13	55.26	-1.87	-3.3%	57.13
Range	4.00	3.40	-0.60	-15.0%	5.33
ATR	3.04	3.07	0.03	0.8%	0.00
Volume	383,536	277,319	-106,217	-27.7%	1,665,184

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	66.51	64.28	57.13
R3	63.11	60.88	56.20
R2	59.71	59.71	55.88
R1	57.48	57.48	55.57	56.90
PP	56.31	56.31	56.31	56.01
S1	54.08	54.08	54.95	53.50
S2	52.91	52.91	54.64
S3	49.51	50.68	54.33
S4	46.11	47.28	53.39

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	72.77	70.28	60.06
R3	67.44	64.95	58.60
R2	62.11	62.11	58.11
R1	59.62	59.62	57.62	60.87
PP	56.78	56.78	56.78	57.40
S1	54.29	54.29	56.64	55.54
S2	51.45	51.45	56.15
S3	46.12	48.96	55.66
S4	40.79	43.63	54.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.27	53.94	5.33	9.6%	4.07	7.4%	25%	False	False	349,509
10	64.35	53.94	10.41	18.8%	3.37	6.1%	13%	False	False	250,050
20	77.05	53.94	23.11	41.8%	3.16	5.7%	6%	False	False	154,310
40	82.32	53.94	28.38	51.4%	2.56	4.6%	5%	False	False	96,970
60	92.47	53.94	38.53	69.7%	2.48	4.5%	3%	False	False	73,914
80	93.83	53.94	39.89	72.2%	2.23	4.0%	3%	False	False	59,172
100	95.94	53.94	42.00	76.0%	1.98	3.6%	3%	False	False	48,717
120	99.89	53.94	45.95	83.2%	1.81	3.3%	3%	False	False	41,491

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.96
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	72.98
2.618	67.43
1.618	64.03
1.000	61.93
0.618	60.63
HIGH	58.53
0.618	57.23
0.500	56.83
0.382	56.43
LOW	55.13
0.618	53.03
1.000	51.73
1.618	49.63
2.618	46.23
4.250	40.68

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	56.83	56.66
PP	56.31	56.19
S1	55.78	55.73

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

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