NYMEX Light Sweet Crude Oil Future July 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	55.09	54.61	-0.48	-0.9%	54.70
High	56.00	55.64	-0.36	-0.6%	56.12
Low	54.29	54.59	0.30	0.6%	53.09
Close	54.40	55.53	1.13	2.1%	55.44
Range	1.71	1.05	-0.66	-38.6%	3.03
ATR	2.43	2.34	-0.08	-3.5%	0.00
Volume	40,173	59,543	19,370	48.2%	249,836

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.40	58.02	56.11
R3	57.35	56.97	55.82
R2	56.30	56.30	55.72
R1	55.92	55.92	55.63	56.11
PP	55.25	55.25	55.25	55.35
S1	54.87	54.87	55.43	55.06
S2	54.20	54.20	55.34
S3	53.15	53.82	55.24
S4	52.10	52.77	54.95

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.97	62.74	57.11
R3	60.94	59.71	56.27
R2	57.91	57.91	56.00
R1	56.68	56.68	55.72	57.30
PP	54.88	54.88	54.88	55.19
S1	53.65	53.65	55.16	54.27
S2	51.85	51.85	54.88
S3	48.82	50.62	54.61
S4	45.79	47.59	53.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.12	53.09	3.03	5.5%	1.94	3.5%	81%	False	False	49,332
10	57.90	53.09	4.81	8.7%	2.02	3.6%	51%	False	False	45,995
20	58.37	52.16	6.21	11.2%	2.45	4.4%	54%	False	False	42,891
40	58.37	47.87	10.50	18.9%	2.40	4.3%	73%	False	False	31,019
60	68.94	47.87	21.07	37.9%	2.39	4.3%	36%	False	False	23,240
80	79.75	47.87	31.88	57.4%	2.31	4.2%	24%	False	False	18,687

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	0.48
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	60.10
2.618	58.39
1.618	57.34
1.000	56.69
0.618	56.29
HIGH	55.64
0.618	55.24
0.500	55.12
0.382	54.99
LOW	54.59
0.618	53.94
1.000	53.54
1.618	52.89
2.618	51.84
4.250	50.13

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	55.39	55.39
PP	55.25	55.24
S1	55.12	55.10

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

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