NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	54.06	52.99	-1.07	-2.0%	55.09
High	54.28	53.18	-1.10	-2.0%	56.20
Low	52.49	51.94	-0.55	-1.0%	53.75
Close	52.59	52.88	0.29	0.6%	54.24
Range	1.79	1.24	-0.55	-30.7%	2.45
ATR	2.09	2.03	-0.06	-2.9%	0.00
Volume	55,805	41,501	-14,304	-25.6%	271,410

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.39	55.87	53.56
R3	55.15	54.63	53.22
R2	53.91	53.91	53.11
R1	53.39	53.39	52.99	53.03
PP	52.67	52.67	52.67	52.49
S1	52.15	52.15	52.77	51.79
S2	51.43	51.43	52.65
S3	50.19	50.91	52.54
S4	48.95	49.67	52.20

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.08	60.61	55.59
R3	59.63	58.16	54.91
R2	57.18	57.18	54.69
R1	55.71	55.71	54.46	55.22
PP	54.73	54.73	54.73	54.49
S1	53.26	53.26	54.02	52.77
S2	52.28	52.28	53.79
S3	49.83	50.81	53.57
S4	47.38	48.36	52.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.20	51.94	4.26	8.1%	1.44	2.7%	22%	False	True	54,162
10	56.20	51.94	4.26	8.1%	1.56	3.0%	22%	False	True	53,122
20	58.37	51.94	6.43	12.2%	1.95	3.7%	15%	False	True	46,867
40	58.37	47.87	10.50	19.9%	2.31	4.4%	48%	False	False	36,696
60	61.35	47.87	13.48	25.5%	2.34	4.4%	37%	False	False	27,744
80	77.60	47.87	29.73	56.2%	2.31	4.4%	17%	False	False	22,268
100	81.63	47.87	33.76	63.8%	2.16	4.1%	15%	False	False	18,515

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.45
2.618	56.43
1.618	55.19
1.000	54.42
0.618	53.95
HIGH	53.18
0.618	52.71
0.500	52.56
0.382	52.41
LOW	51.94
0.618	51.17
1.000	50.70
1.618	49.93
2.618	48.69
4.250	46.67

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	52.77	53.46
PP	52.67	53.26
S1	52.56	53.07

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

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