NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	57.31	55.22	-2.09	-3.6%	57.65
High	57.31	55.35	-1.96	-3.4%	57.99
Low	54.89	53.12	-1.77	-3.2%	54.89
Close	55.80	53.46	-2.34	-4.2%	55.80
Range	2.42	2.23	-0.19	-7.9%	3.10
ATR	2.36	2.38	0.02	1.0%	0.00
Volume	6,472	6,347	-125	-1.9%	22,812

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.67	59.29	54.69
R3	58.44	57.06	54.07
R2	56.21	56.21	53.87
R1	54.83	54.83	53.66	54.41
PP	53.98	53.98	53.98	53.76
S1	52.60	52.60	53.26	52.18
S2	51.75	51.75	53.05
S3	49.52	50.37	52.85
S4	47.29	48.14	52.23

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.53	63.76	57.51
R3	62.43	60.66	56.65
R2	59.33	59.33	56.37
R1	57.56	57.56	56.08	56.90
PP	56.23	56.23	56.23	55.89
S1	54.46	54.46	55.52	53.80
S2	53.13	53.13	55.23
S3	50.03	51.36	54.95
S4	46.93	48.26	54.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.99	53.12	4.87	9.1%	2.01	3.8%	7%	False	True	5,831
10	59.92	53.12	6.80	12.7%	2.18	4.1%	5%	False	True	6,513
20	67.70	53.12	14.58	27.3%	2.39	4.5%	2%	False	True	7,812
40	79.75	53.12	26.63	49.8%	2.22	4.1%	1%	False	True	6,348

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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.83
2.618	61.19
1.618	58.96
1.000	57.58
0.618	56.73
HIGH	55.35
0.618	54.50
0.500	54.24
0.382	53.97
LOW	53.12
0.618	51.74
1.000	50.89
1.618	49.51
2.618	47.28
4.250	43.64

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	54.24	55.22
PP	53.98	54.63
S1	53.72	54.05

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

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