NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	57.75	55.39	-2.36	-4.1%	56.90
High	58.53	57.56	-0.97	-1.7%	59.27
Low	55.13	55.06	-0.07	-0.1%	53.94
Close	55.26	57.12	1.86	3.4%	57.13
Range	3.40	2.50	-0.90	-26.5%	5.33
ATR	3.07	3.03	-0.04	-1.3%	0.00
Volume	277,319	274,003	-3,316	-1.2%	1,665,184

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	64.08	63.10	58.50
R3	61.58	60.60	57.81
R2	59.08	59.08	57.58
R1	58.10	58.10	57.35	58.59
PP	56.58	56.58	56.58	56.83
S1	55.60	55.60	56.89	56.09
S2	54.08	54.08	56.66
S3	51.58	53.10	56.43
S4	49.08	50.60	55.75

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	54.28	4.99	8.7%	3.87	6.8%	57%	False	False	345,822
10	63.60	53.94	9.66	16.9%	3.42	6.0%	33%	False	False	266,894
20	76.61	53.94	22.67	39.7%	3.20	5.6%	14%	False	False	165,630
40	82.32	53.94	28.38	49.7%	2.58	4.5%	11%	False	False	103,175
60	92.47	53.94	38.53	67.5%	2.50	4.4%	8%	False	False	78,226
80	93.81	53.94	39.87	69.8%	2.25	3.9%	8%	False	False	62,500
100	95.94	53.94	42.00	73.5%	1.99	3.5%	8%	False	False	51,377
120	99.76	53.94	45.82	80.2%	1.83	3.2%	7%	False	False	43,744

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.92
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	68.19
2.618	64.11
1.618	61.61
1.000	60.06
0.618	59.11
HIGH	57.56
0.618	56.61
0.500	56.31
0.382	56.02
LOW	55.06
0.618	53.52
1.000	52.56
1.618	51.02
2.618	48.52
4.250	44.44

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	56.85	56.91
PP	56.58	56.69
S1	56.31	56.48

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

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