NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	51.11	49.18	-1.93	-3.8%	51.31
High	51.31	50.45	-0.86	-1.7%	53.64
Low	48.75	48.99	0.24	0.5%	47.16
Close	48.86	50.04	1.18	2.4%	51.37
Range	2.56	1.46	-1.10	-43.0%	6.48
ATR	2.72	2.63	-0.08	-3.0%	0.00
Volume	57,302	75,506	18,204	31.8%	396,631

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.21	53.58	50.84
R3	52.75	52.12	50.44
R2	51.29	51.29	50.31
R1	50.66	50.66	50.17	50.98
PP	49.83	49.83	49.83	49.98
S1	49.20	49.20	49.91	49.52
S2	48.37	48.37	49.77
S3	46.91	47.74	49.64
S4	45.45	46.28	49.24

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	70.16	67.25	54.93
R3	63.68	60.77	53.15
R2	57.20	57.20	52.56
R1	54.29	54.29	51.96	55.75
PP	50.72	50.72	50.72	51.45
S1	47.81	47.81	50.78	49.27
S2	44.24	44.24	50.18
S3	37.76	41.33	49.59
S4	31.28	34.85	47.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.64	48.00	5.64	11.3%	3.03	6.0%	36%	False	False	81,596
10	53.64	47.16	6.48	12.9%	2.62	5.2%	44%	False	False	72,831
20	59.98	47.16	12.82	25.6%	2.49	5.0%	22%	False	False	51,398
40	77.70	47.16	30.54	61.0%	2.67	5.3%	9%	False	False	47,998
60	81.92	47.16	34.76	69.5%	2.36	4.7%	8%	False	False	43,338
80	90.62	47.16	43.46	86.9%	2.29	4.6%	7%	False	False	41,525

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	0.66
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	56.66
2.618	54.27
1.618	52.81
1.000	51.91
0.618	51.35
HIGH	50.45
0.618	49.89
0.500	49.72
0.382	49.55
LOW	48.99
0.618	48.09
1.000	47.53
1.618	46.63
2.618	45.17
4.250	42.79

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	49.93	50.15
PP	49.83	50.11
S1	49.72	50.08

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

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