NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	91.26	90.25	-1.01	-1.1%	90.00
High	91.83	90.98	-0.85	-0.9%	92.32
Low	90.58	90.15	-0.43	-0.5%	88.98
Close	90.71	90.61	-0.10	-0.1%	90.61
Range	1.25	0.83	-0.42	-33.6%	3.34
ATR	1.29	1.26	-0.03	-2.5%	0.00
Volume	15,991	17,110	1,119	7.0%	90,157

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.07	92.67	91.07
R3	92.24	91.84	90.84
R2	91.41	91.41	90.76
R1	91.01	91.01	90.69	91.21
PP	90.58	90.58	90.58	90.68
S1	90.18	90.18	90.53	90.38
S2	89.75	89.75	90.46
S3	88.92	89.35	90.38
S4	88.09	88.52	90.15

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.66	98.97	92.45
R3	97.32	95.63	91.53
R2	93.98	93.98	91.22
R1	92.29	92.29	90.92	93.14
PP	90.64	90.64	90.64	91.06
S1	88.95	88.95	90.30	89.80
S2	87.30	87.30	90.00
S3	83.96	85.61	89.69
S4	80.62	82.27	88.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.32	88.98	3.34	3.7%	1.37	1.5%	49%	False	False	18,031
10	92.32	88.98	3.34	3.7%	1.32	1.5%	49%	False	False	19,793
20	93.80	88.98	4.82	5.3%	1.20	1.3%	34%	False	False	16,047
40	97.66	88.98	8.68	9.6%	1.11	1.2%	19%	False	False	12,997
60	100.36	88.98	11.38	12.6%	1.04	1.1%	14%	False	False	11,601

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	0.36
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	94.51
2.618	93.15
1.618	92.32
1.000	91.81
0.618	91.49
HIGH	90.98
0.618	90.66
0.500	90.57
0.382	90.47
LOW	90.15
0.618	89.64
1.000	89.32
1.618	88.81
2.618	87.98
4.250	86.62

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	90.60	91.21
PP	90.58	91.01
S1	90.57	90.81

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

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