NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	61.71	59.84	-1.87	-3.0%	65.90
High	62.12	60.10	-2.02	-3.3%	65.90
Low	59.54	57.99	-1.55	-2.6%	57.99
Close	60.52	58.41	-2.11	-3.5%	58.41
Range	2.58	2.11	-0.47	-18.2%	7.91
ATR	2.50	2.50	0.00	0.1%	0.00
Volume	62,256	69,254	6,998	11.2%	288,355

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	65.16	63.90	59.57
R3	63.05	61.79	58.99
R2	60.94	60.94	58.80
R1	59.68	59.68	58.60	59.26
PP	58.83	58.83	58.83	58.62
S1	57.57	57.57	58.22	57.15
S2	56.72	56.72	58.02
S3	54.61	55.46	57.83
S4	52.50	53.35	57.25

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	84.50	79.36	62.76
R3	76.59	71.45	60.59
R2	68.68	68.68	59.86
R1	63.54	63.54	59.14	62.16
PP	60.77	60.77	60.77	60.07
S1	55.63	55.63	57.68	54.25
S2	52.86	52.86	56.96
S3	44.95	47.72	56.23
S4	37.04	39.81	54.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	65.90	57.99	7.91	13.5%	2.45	4.2%	5%	False	True	57,671
10	69.74	57.99	11.75	20.1%	2.56	4.4%	4%	False	True	52,642
20	77.79	57.99	19.80	33.9%	2.53	4.3%	2%	False	True	46,170
40	82.50	57.99	24.51	42.0%	2.20	3.8%	2%	False	True	40,159
60	91.92	57.99	33.93	58.1%	2.15	3.7%	1%	False	True	38,205
80	93.80	57.99	35.81	61.3%	1.92	3.3%	1%	False	True	32,552
100	97.98	57.99	39.99	68.5%	1.73	3.0%	1%	False	True	28,082
120	100.52	57.99	42.53	72.8%	1.59	2.7%	1%	False	True	24,814

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	0.53
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	69.07
2.618	65.62
1.618	63.51
1.000	62.21
0.618	61.40
HIGH	60.10
0.618	59.29
0.500	59.05
0.382	58.80
LOW	57.99
0.618	56.69
1.000	55.88
1.618	54.58
2.618	52.47
4.250	49.02

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	59.05	60.83
PP	58.83	60.02
S1	58.62	59.22

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

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