NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	80.70	79.75	-0.95	-1.2%	83.54
High	80.87	80.83	-0.04	0.0%	83.72
Low	78.93	79.46	0.53	0.7%	77.59
Close	79.83	80.27	0.44	0.6%	80.26
Range	1.94	1.37	-0.57	-29.4%	6.13
ATR	2.02	1.97	-0.05	-2.3%	0.00
Volume	25,937	26,033	96	0.4%	216,540

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	84.30	83.65	81.02
R3	82.93	82.28	80.65
R2	81.56	81.56	80.52
R1	80.91	80.91	80.40	81.24
PP	80.19	80.19	80.19	80.35
S1	79.54	79.54	80.14	79.87
S2	78.82	78.82	80.02
S3	77.45	78.17	79.89
S4	76.08	76.80	79.52

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	98.91	95.72	83.63
R3	92.78	89.59	81.95
R2	86.65	86.65	81.38
R1	83.46	83.46	80.82	81.99
PP	80.52	80.52	80.52	79.79
S1	77.33	77.33	79.70	75.86
S2	74.39	74.39	79.14
S3	68.26	71.20	78.57
S4	62.13	65.07	76.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.17	77.59	4.58	5.7%	2.41	3.0%	59%	False	False	41,958
10	85.73	77.59	8.14	10.1%	2.42	3.0%	33%	False	False	38,725
20	90.62	77.59	13.03	16.2%	2.00	2.5%	21%	False	False	35,334

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	0.39
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	86.65
2.618	84.42
1.618	83.05
1.000	82.20
0.618	81.68
HIGH	80.83
0.618	80.31
0.500	80.15
0.382	79.98
LOW	79.46
0.618	78.61
1.000	78.09
1.618	77.24
2.618	75.87
4.250	73.64

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	80.23	80.40
PP	80.19	80.35
S1	80.15	80.31

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

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