NYMEX Light Sweet Crude Oil Future May 2015

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	87.60	87.34	-0.26	-0.3%	90.19
High	87.69	87.34	-0.35	-0.4%	90.94
Low	85.35	85.62	0.27	0.3%	85.35
Close	87.26	86.02	-1.24	-1.4%	86.02
Range	2.34	1.72	-0.62	-26.5%	5.59
ATR	1.26	1.29	0.03	2.6%	0.00
Volume	8,621	11,062	2,441	28.3%	37,083

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.49	90.47	86.97
R3	89.77	88.75	86.49
R2	88.05	88.05	86.34
R1	87.03	87.03	86.18	86.68
PP	86.33	86.33	86.33	86.15
S1	85.31	85.31	85.86	84.96
S2	84.61	84.61	85.70
S3	82.89	83.59	85.55
S4	81.17	81.87	85.07

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.21	100.70	89.09
R3	98.62	95.11	87.56
R2	93.03	93.03	87.04
R1	89.52	89.52	86.53	88.48
PP	87.44	87.44	87.44	86.92
S1	83.93	83.93	85.51	82.89
S2	81.85	81.85	85.00
S3	76.26	78.34	84.48
S4	70.67	72.75	82.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.94	85.35	5.59	6.5%	1.89	2.2%	12%	False	False	7,416
10	90.94	85.35	5.59	6.5%	1.38	1.6%	12%	False	False	6,281
20	91.92	85.35	6.57	7.6%	1.24	1.4%	10%	False	False	4,729

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	0.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.65
2.618	91.84
1.618	90.12
1.000	89.06
0.618	88.40
HIGH	87.34
0.618	86.68
0.500	86.48
0.382	86.28
LOW	85.62
0.618	84.56
1.000	83.90
1.618	82.84
2.618	81.12
4.250	78.31

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	86.48	87.36
PP	86.33	86.91
S1	86.17	86.47

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

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