NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	53.61	53.21	-0.40	-0.7%	53.34
High	54.55	54.22	-0.33	-0.6%	54.65
Low	52.72	53.15	0.43	0.8%	51.60
Close	52.98	54.07	1.09	2.1%	53.84
Range	1.83	1.07	-0.76	-41.5%	3.05
ATR	2.56	2.46	-0.09	-3.7%	0.00
Volume	97,038	130,052	33,014	34.0%	503,433

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.02	56.62	54.66
R3	55.95	55.55	54.36
R2	54.88	54.88	54.27
R1	54.48	54.48	54.17	54.68
PP	53.81	53.81	53.81	53.92
S1	53.41	53.41	53.97	53.61
S2	52.74	52.74	53.87
S3	51.67	52.34	53.78
S4	50.60	51.27	53.48

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.51	61.23	55.52
R3	59.46	58.18	54.68
R2	56.41	56.41	54.40
R1	55.13	55.13	54.12	55.77
PP	53.36	53.36	53.36	53.69
S1	52.08	52.08	53.56	52.72
S2	50.31	50.31	53.28
S3	47.26	49.03	53.00
S4	44.21	45.98	52.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.65	51.61	3.04	5.6%	2.04	3.8%	81%	False	False	106,045
10	56.67	51.60	5.07	9.4%	2.14	4.0%	49%	False	False	105,333
20	57.27	50.70	6.57	12.2%	2.58	4.8%	51%	False	False	106,905
40	57.27	46.68	10.59	19.6%	2.56	4.7%	70%	False	False	87,103
60	68.95	46.68	22.27	41.2%	2.58	4.8%	33%	False	False	71,789
80	79.86	46.68	33.18	61.4%	2.50	4.6%	22%	False	False	63,183
100	85.73	46.68	39.05	72.2%	2.41	4.5%	19%	False	False	57,384
120	91.94	46.68	45.26	83.7%	2.24	4.1%	16%	False	False	52,120

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	58.77
2.618	57.02
1.618	55.95
1.000	55.29
0.618	54.88
HIGH	54.22
0.618	53.81
0.500	53.69
0.382	53.56
LOW	53.15
0.618	52.49
1.000	52.08
1.618	51.42
2.618	50.35
4.250	48.60

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	53.94	53.89
PP	53.81	53.71
S1	53.69	53.53

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

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