NYMEX Light Sweet Crude Oil Future February 2015

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

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	55.05	53.72	-1.33	-2.4%	57.75
High	55.74	54.32	-1.42	-2.5%	58.53
Low	52.90	52.70	-0.20	-0.4%	54.51
Close	53.61	54.12	0.51	1.0%	54.73
Range	2.84	1.62	-1.22	-43.0%	4.02
ATR	2.89	2.80	-0.09	-3.1%	0.00
Volume	241,378	218,557	-22,821	-9.5%	853,493

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	58.57	57.97	55.01
R3	56.95	56.35	54.57
R2	55.33	55.33	54.42
R1	54.73	54.73	54.27	55.03
PP	53.71	53.71	53.71	53.87
S1	53.11	53.11	53.97	53.41
S2	52.09	52.09	53.82
S3	50.47	51.49	53.67
S4	48.85	49.87	53.23

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	67.98	65.38	56.94
R3	63.96	61.36	55.84
R2	59.94	59.94	55.47
R1	57.34	57.34	55.10	56.63
PP	55.92	55.92	55.92	55.57
S1	53.32	53.32	54.36	52.61
S2	51.90	51.90	53.99
S3	47.88	49.30	53.62
S4	43.86	45.28	52.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.56	52.70	4.86	9.0%	2.22	4.1%	29%	False	True	207,221
10	59.27	52.70	6.57	12.1%	3.15	5.8%	22%	False	True	278,365
20	69.40	52.70	16.70	30.9%	2.77	5.1%	9%	False	True	193,830
40	80.81	52.70	28.11	51.9%	2.65	4.9%	5%	False	True	119,765
60	88.34	52.70	35.64	65.9%	2.47	4.6%	4%	False	True	88,925
80	92.63	52.70	39.93	73.8%	2.27	4.2%	4%	False	True	71,418
100	95.94	52.70	43.24	79.9%	2.05	3.8%	3%	False	True	58,787
120	98.82	52.70	46.12	85.2%	1.88	3.5%	3%	False	True	50,011

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	0.90
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	61.21
2.618	58.56
1.618	56.94
1.000	55.94
0.618	55.32
HIGH	54.32
0.618	53.70
0.500	53.51
0.382	53.32
LOW	52.70
0.618	51.70
1.000	51.08
1.618	50.08
2.618	48.46
4.250	45.82

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	53.92	54.65
PP	53.71	54.47
S1	53.51	54.30

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

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