NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	55.22	53.46	-1.76	-3.2%	57.65
High	55.35	53.72	-1.63	-2.9%	57.99
Low	53.12	51.07	-2.05	-3.9%	54.89
Close	53.46	51.53	-1.93	-3.6%	55.80
Range	2.23	2.65	0.42	18.8%	3.10
ATR	2.38	2.40	0.02	0.8%	0.00
Volume	6,347	13,109	6,762	106.5%	22,812

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.06	58.44	52.99
R3	57.41	55.79	52.26
R2	54.76	54.76	52.02
R1	53.14	53.14	51.77	52.63
PP	52.11	52.11	52.11	51.85
S1	50.49	50.49	51.29	49.98
S2	49.46	49.46	51.04
S3	46.81	47.84	50.80
S4	44.16	45.19	50.07

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	57.31	51.07	6.24	12.1%	2.08	4.0%	7%	False	True	7,848
10	59.92	51.07	8.85	17.2%	2.08	4.0%	5%	False	True	6,861
20	66.37	51.07	15.30	29.7%	2.45	4.8%	3%	False	True	8,270
40	79.75	51.07	28.68	55.7%	2.25	4.4%	2%	False	True	6,575
60	83.79	51.07	32.72	63.5%	2.08	4.0%	1%	False	True	5,522

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	64.98
2.618	60.66
1.618	58.01
1.000	56.37
0.618	55.36
HIGH	53.72
0.618	52.71
0.500	52.40
0.382	52.08
LOW	51.07
0.618	49.43
1.000	48.42
1.618	46.78
2.618	44.13
4.250	39.81

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	52.40	54.19
PP	52.11	53.30
S1	51.82	52.42

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

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