NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	91.88	93.43	1.55	1.7%	92.59
High	93.80	93.59	-0.21	-0.2%	93.68
Low	91.88	92.52	0.64	0.7%	92.18
Close	93.60	92.81	-0.79	-0.8%	93.66
Range	1.92	1.07	-0.85	-44.3%	1.50
ATR	1.14	1.13	0.00	-0.3%	0.00
Volume	20,476	14,714	-5,762	-28.1%	45,918

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	96.18	95.57	93.40
R3	95.11	94.50	93.10
R2	94.04	94.04	93.01
R1	93.43	93.43	92.91	93.20
PP	92.97	92.97	92.97	92.86
S1	92.36	92.36	92.71	92.13
S2	91.90	91.90	92.61
S3	90.83	91.29	92.52
S4	89.76	90.22	92.22

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.67	97.17	94.49
R3	96.17	95.67	94.07
R2	94.67	94.67	93.94
R1	94.17	94.17	93.80	94.42
PP	93.17	93.17	93.17	93.30
S1	92.67	92.67	93.52	92.92
S2	91.67	91.67	93.39
S3	90.17	91.17	93.25
S4	88.67	89.67	92.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.80	91.35	2.45	2.6%	1.32	1.4%	60%	False	False	14,436
10	93.80	91.32	2.48	2.7%	1.09	1.2%	60%	False	False	11,838
20	95.56	91.32	4.24	4.6%	1.06	1.1%	35%	False	False	10,712
40	98.49	91.32	7.17	7.7%	1.02	1.1%	21%	False	False	10,620

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.14
2.618	96.39
1.618	95.32
1.000	94.66
0.618	94.25
HIGH	93.59
0.618	93.18
0.500	93.06
0.382	92.93
LOW	92.52
0.618	91.86
1.000	91.45
1.618	90.79
2.618	89.72
4.250	87.97

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	93.06	92.73
PP	92.97	92.65
S1	92.89	92.58

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

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