NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	79.06	81.10	2.04	2.6%	83.90
High	82.58	82.50	-0.08	-0.1%	84.10
Low	77.89	80.60	2.71	3.5%	77.89
Close	80.76	80.87	0.11	0.1%	80.87
Range	4.69	1.90	-2.79	-59.5%	6.21
ATR	2.16	2.14	-0.02	-0.9%	0.00
Volume	49,319	48,413	-906	-1.8%	222,302

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.02	85.85	81.92
R3	85.12	83.95	81.39
R2	83.22	83.22	81.22
R1	82.05	82.05	81.04	81.69
PP	81.32	81.32	81.32	81.14
S1	80.15	80.15	80.70	79.79
S2	79.42	79.42	80.52
S3	77.52	78.25	80.35
S4	75.62	76.35	79.83

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.58	96.44	84.29
R3	93.37	90.23	82.58
R2	87.16	87.16	82.01
R1	84.02	84.02	81.44	82.49
PP	80.95	80.95	80.95	80.19
S1	77.81	77.81	80.30	76.28
S2	74.74	74.74	79.73
S3	68.53	71.60	79.16
S4	62.32	65.39	77.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.10	77.89	6.21	7.7%	2.85	3.5%	48%	False	False	44,460
10	87.93	77.89	10.04	12.4%	2.52	3.1%	30%	False	False	40,106
20	91.92	77.89	14.03	17.3%	2.11	2.6%	21%	False	False	35,861
40	93.80	77.89	15.91	19.7%	1.65	2.0%	19%	False	False	25,954
60	97.66	77.89	19.77	24.4%	1.44	1.8%	15%	False	False	20,618
80	100.36	77.89	22.47	27.8%	1.30	1.6%	13%	False	False	17,666

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.39
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	90.58
2.618	87.47
1.618	85.57
1.000	84.40
0.618	83.67
HIGH	82.50
0.618	81.77
0.500	81.55
0.382	81.33
LOW	80.60
0.618	79.43
1.000	78.70
1.618	77.53
2.618	75.63
4.250	72.53

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	81.55	80.66
PP	81.32	80.45
S1	81.10	80.24

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

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