NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	79.45	81.02	1.57	2.0%	81.36
High	81.50	81.08	-0.42	-0.5%	81.72
Low	79.14	79.87	0.73	0.9%	79.14
Close	81.23	80.54	-0.69	-0.8%	80.54
Range	2.36	1.21	-1.15	-48.7%	2.58
ATR	2.13	2.07	-0.05	-2.6%	0.00
Volume	39,581	33,721	-5,860	-14.8%	172,365

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	84.13	83.54	81.21
R3	82.92	82.33	80.87
R2	81.71	81.71	80.76
R1	81.12	81.12	80.65	80.81
PP	80.50	80.50	80.50	80.34
S1	79.91	79.91	80.43	79.60
S2	79.29	79.29	80.32
S3	78.08	78.70	80.21
S4	76.87	77.49	79.87

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	88.21	86.95	81.96
R3	85.63	84.37	81.25
R2	83.05	83.05	81.01
R1	81.79	81.79	80.78	81.13
PP	80.47	80.47	80.47	80.14
S1	79.21	79.21	80.30	78.55
S2	77.89	77.89	80.07
S3	75.31	76.63	79.83
S4	72.73	74.05	79.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.72	79.14	2.58	3.2%	1.89	2.4%	54%	False	False	34,473
10	84.10	77.89	6.21	7.7%	2.37	2.9%	43%	False	False	39,466
20	91.92	77.89	14.03	17.4%	2.29	2.8%	19%	False	False	38,138
40	93.80	77.89	15.91	19.8%	1.80	2.2%	17%	False	False	29,113
60	95.56	77.89	17.67	21.9%	1.51	1.9%	15%	False	False	22,662
80	99.21	77.89	21.32	26.5%	1.37	1.7%	12%	False	False	19,322

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	86.22
2.618	84.25
1.618	83.04
1.000	82.29
0.618	81.83
HIGH	81.08
0.618	80.62
0.500	80.48
0.382	80.33
LOW	79.87
0.618	79.12
1.000	78.66
1.618	77.91
2.618	76.70
4.250	74.73

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	80.52	80.50
PP	80.50	80.47
S1	80.48	80.43

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

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