NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	64.44	62.68	-1.76	-2.7%	66.55
High	64.44	63.05	-1.39	-2.2%	70.20
Low	61.85	61.18	-0.67	-1.1%	65.15
Close	62.45	61.78	-0.67	-1.1%	66.82
Range	2.59	1.87	-0.72	-27.8%	5.05
ATR	2.20	2.18	-0.02	-1.1%	0.00
Volume	9,397	8,195	-1,202	-12.8%	27,902

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	67.61	66.57	62.81
R3	65.74	64.70	62.29
R2	63.87	63.87	62.12
R1	62.83	62.83	61.95	62.42
PP	62.00	62.00	62.00	61.80
S1	60.96	60.96	61.61	60.55
S2	60.13	60.13	61.44
S3	58.26	59.09	61.27
S4	56.39	57.22	60.75

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.54	79.73	69.60
R3	77.49	74.68	68.21
R2	72.44	72.44	67.75
R1	69.63	69.63	67.28	71.04
PP	67.39	67.39	67.39	68.09
S1	64.58	64.58	66.36	65.99
S2	62.34	62.34	65.89
S3	57.29	59.53	65.43
S4	52.24	54.48	64.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	67.70	61.18	6.52	10.6%	1.99	3.2%	9%	False	True	7,736
10	73.63	61.18	12.45	20.2%	2.67	4.3%	5%	False	True	6,750
20	77.60	61.18	16.42	26.6%	2.21	3.6%	4%	False	True	5,838
40	81.63	61.18	20.45	33.1%	1.88	3.0%	3%	False	True	4,671

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.00
2.618	67.95
1.618	66.08
1.000	64.92
0.618	64.21
HIGH	63.05
0.618	62.34
0.500	62.12
0.382	61.89
LOW	61.18
0.618	60.02
1.000	59.31
1.618	58.15
2.618	56.28
4.250	53.23

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	62.12	63.09
PP	62.00	62.65
S1	61.89	62.22

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

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