NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	81.29	79.45	-1.84	-2.3%	83.90
High	81.72	81.50	-0.22	-0.3%	84.10
Low	79.25	79.14	-0.11	-0.1%	77.89
Close	79.54	81.23	1.69	2.1%	80.87
Range	2.47	2.36	-0.11	-4.5%	6.21
ATR	2.11	2.13	0.02	0.8%	0.00
Volume	31,453	39,581	8,128	25.8%	222,302

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.70	86.83	82.53
R3	85.34	84.47	81.88
R2	82.98	82.98	81.66
R1	82.11	82.11	81.45	82.55
PP	80.62	80.62	80.62	80.84
S1	79.75	79.75	81.01	80.19
S2	78.26	78.26	80.80
S3	75.90	77.39	80.58
S4	73.54	75.03	79.93

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	82.50	79.14	3.36	4.1%	2.03	2.5%	62%	False	True	37,411
10	84.51	77.89	6.62	8.1%	2.51	3.1%	50%	False	False	39,877
20	91.92	77.89	14.03	17.3%	2.27	2.8%	24%	False	False	37,846
40	93.80	77.89	15.91	19.6%	1.79	2.2%	21%	False	False	28,467
60	95.76	77.89	17.87	22.0%	1.51	1.9%	19%	False	False	22,264
80	100.07	77.89	22.18	27.3%	1.37	1.7%	15%	False	False	18,996

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.53
2.618	87.68
1.618	85.32
1.000	83.86
0.618	82.96
HIGH	81.50
0.618	80.60
0.500	80.32
0.382	80.04
LOW	79.14
0.618	77.68
1.000	76.78
1.618	75.32
2.618	72.96
4.250	69.11

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	80.93	80.96
PP	80.62	80.70
S1	80.32	80.43

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

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