NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	55.39	56.80	1.41	2.5%	56.90
High	57.56	57.15	-0.41	-0.7%	59.27
Low	55.06	55.07	0.01	0.0%	53.94
Close	57.12	55.84	-1.28	-2.2%	57.13
Range	2.50	2.08	-0.42	-16.8%	5.33
ATR	3.03	2.96	-0.07	-2.2%	0.00
Volume	274,003	174,969	-99,034	-36.1%	1,665,184

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	62.26	61.13	56.98
R3	60.18	59.05	56.41
R2	58.10	58.10	56.22
R1	56.97	56.97	56.03	56.50
PP	56.02	56.02	56.02	55.78
S1	54.89	54.89	55.65	54.42
S2	53.94	53.94	55.46
S3	51.86	52.81	55.27
S4	49.78	50.73	54.70

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	59.04	54.28	4.76	8.5%	3.35	6.0%	33%	False	False	312,767
10	61.88	53.94	7.94	14.2%	3.33	6.0%	24%	False	False	269,571
20	74.56	53.94	20.62	36.9%	3.17	5.7%	9%	False	False	172,610
40	82.32	53.94	28.38	50.8%	2.60	4.7%	7%	False	False	107,029
60	90.72	53.94	36.78	65.9%	2.48	4.4%	5%	False	False	80,859
80	93.81	53.94	39.87	71.4%	2.25	4.0%	5%	False	False	64,536
100	95.94	53.94	42.00	75.2%	2.01	3.6%	5%	False	False	53,074
120	99.62	53.94	45.68	81.8%	1.84	3.3%	4%	False	False	45,178

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.94
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	65.99
2.618	62.60
1.618	60.52
1.000	59.23
0.618	58.44
HIGH	57.15
0.618	56.36
0.500	56.11
0.382	55.86
LOW	55.07
0.618	53.78
1.000	52.99
1.618	51.70
2.618	49.62
4.250	46.23

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	56.11	56.80
PP	56.02	56.48
S1	55.93	56.16

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

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