NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	49.10	48.16	-0.94	-1.9%	51.11
High	50.17	49.11	-1.06	-2.1%	51.42
Low	47.96	47.25	-0.71	-1.5%	47.96
Close	48.34	48.03	-0.31	-0.6%	48.34
Range	2.21	1.86	-0.35	-15.8%	3.46
ATR	2.63	2.58	-0.06	-2.1%	0.00
Volume	87,188	85,885	-1,303	-1.5%	286,384

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.71	52.73	49.05
R3	51.85	50.87	48.54
R2	49.99	49.99	48.37
R1	49.01	49.01	48.20	48.57
PP	48.13	48.13	48.13	47.91
S1	47.15	47.15	47.86	46.71
S2	46.27	46.27	47.69
S3	44.41	45.29	47.52
S4	42.55	43.43	47.01

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.62	57.44	50.24
R3	56.16	53.98	49.29
R2	52.70	52.70	48.97
R1	50.52	50.52	48.66	49.88
PP	49.24	49.24	49.24	48.92
S1	47.06	47.06	48.02	46.42
S2	45.78	45.78	47.71
S3	42.32	43.60	47.39
S4	38.86	40.14	46.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.42	47.25	4.17	8.7%	2.22	4.6%	19%	False	True	74,453
10	53.64	47.16	6.48	13.5%	2.73	5.7%	13%	False	False	76,890
20	58.27	47.16	11.11	23.1%	2.47	5.1%	8%	False	False	57,772
40	74.90	47.16	27.74	57.8%	2.70	5.6%	3%	False	False	51,767
60	81.92	47.16	34.76	72.4%	2.41	5.0%	3%	False	False	45,728
80	89.04	47.16	41.88	87.2%	2.33	4.8%	2%	False	False	43,553

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	0.80
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	57.02
2.618	53.98
1.618	52.12
1.000	50.97
0.618	50.26
HIGH	49.11
0.618	48.40
0.500	48.18
0.382	47.96
LOW	47.25
0.618	46.10
1.000	45.39
1.618	44.24
2.618	42.38
4.250	39.35

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	48.18	49.34
PP	48.13	48.90
S1	48.08	48.47

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

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