NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	68.42	67.45	-0.97	-1.4%	67.10
High	68.95	67.62	-1.33	-1.9%	70.25
Low	66.96	65.99	-0.97	-1.4%	64.88
Close	67.61	66.68	-0.93	-1.4%	66.68
Range	1.99	1.63	-0.36	-18.1%	5.37
ATR	2.33	2.28	-0.05	-2.1%	0.00
Volume	35,901	31,953	-3,948	-11.0%	212,274

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	71.65	70.80	67.58
R3	70.02	69.17	67.13
R2	68.39	68.39	66.98
R1	67.54	67.54	66.83	67.15
PP	66.76	66.76	66.76	66.57
S1	65.91	65.91	66.53	65.52
S2	65.13	65.13	66.38
S3	63.50	64.28	66.23
S4	61.87	62.65	65.78

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.38	80.40	69.63
R3	78.01	75.03	68.16
R2	72.64	72.64	67.66
R1	69.66	69.66	67.17	68.47
PP	67.27	67.27	67.27	66.67
S1	64.29	64.29	66.19	63.10
S2	61.90	61.90	65.70
S3	56.53	58.92	65.20
S4	51.16	53.55	63.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.25	64.88	5.37	8.1%	2.50	3.8%	34%	False	False	42,454
10	77.70	64.88	12.82	19.2%	2.67	4.0%	14%	False	False	36,416
20	79.86	64.88	14.98	22.5%	2.26	3.4%	12%	False	False	35,496
40	84.00	64.88	19.12	28.7%	2.13	3.2%	9%	False	False	35,387
60	91.94	64.88	27.06	40.6%	1.92	2.9%	7%	False	False	32,871

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	0.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	74.55
2.618	71.89
1.618	70.26
1.000	69.25
0.618	68.63
HIGH	67.62
0.618	67.00
0.500	66.81
0.382	66.61
LOW	65.99
0.618	64.98
1.000	64.36
1.618	63.35
2.618	61.72
4.250	59.06

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	66.81	67.50
PP	66.76	67.22
S1	66.72	66.95

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

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