NYMEX Light Sweet Crude Oil Future June 2015

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

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	77.66	77.78	0.12	0.2%	80.13
High	78.20	77.91	-0.29	-0.4%	80.73
Low	77.04	76.83	-0.21	-0.3%	76.44
Close	78.16	77.36	-0.80	-1.0%	78.78
Range	1.16	1.08	-0.08	-6.9%	4.29
ATR	1.82	1.78	-0.03	-1.9%	0.00
Volume	33,353	29,821	-3,532	-10.6%	193,708

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.61	80.06	77.95
R3	79.53	78.98	77.66
R2	78.45	78.45	77.56
R1	77.90	77.90	77.46	77.64
PP	77.37	77.37	77.37	77.23
S1	76.82	76.82	77.26	76.56
S2	76.29	76.29	77.16
S3	75.21	75.74	77.06
S4	74.13	74.66	76.77

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.52	89.44	81.14
R3	87.23	85.15	79.96
R2	82.94	82.94	79.57
R1	80.86	80.86	79.17	79.76
PP	78.65	78.65	78.65	78.10
S1	76.57	76.57	78.39	75.47
S2	74.36	74.36	77.99
S3	70.07	72.28	77.60
S4	65.78	67.99	76.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.86	76.83	3.03	3.9%	1.48	1.9%	17%	False	True	35,042
10	81.21	76.44	4.77	6.2%	1.70	2.2%	19%	False	False	34,798
20	82.17	76.44	5.73	7.4%	1.81	2.3%	16%	False	False	34,382
40	91.35	76.44	14.91	19.3%	1.76	2.3%	6%	False	False	32,594

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	82.50
2.618	80.74
1.618	79.66
1.000	78.99
0.618	78.58
HIGH	77.91
0.618	77.50
0.500	77.37
0.382	77.24
LOW	76.83
0.618	76.16
1.000	75.75
1.618	75.08
2.618	74.00
4.250	72.24

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	77.37	78.35
PP	77.37	78.02
S1	77.36	77.69

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

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