NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	50.29	49.38	-0.91	-1.8%	54.34
High	50.35	49.56	-0.79	-1.6%	54.97
Low	48.31	47.88	-0.43	-0.9%	50.21
Close	49.45	48.48	-0.97	-2.0%	50.29
Range	2.04	1.68	-0.36	-17.6%	4.76
ATR	2.04	2.01	-0.03	-1.3%	0.00
Volume	53,276	38,631	-14,645	-27.5%	242,298

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.68	52.76	49.40
R3	52.00	51.08	48.94
R2	50.32	50.32	48.79
R1	49.40	49.40	48.63	49.02
PP	48.64	48.64	48.64	48.45
S1	47.72	47.72	48.33	47.34
S2	46.96	46.96	48.17
S3	45.28	46.04	48.02
S4	43.60	44.36	47.56

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.10	62.96	52.91
R3	61.34	58.20	51.60
R2	56.58	56.58	51.16
R1	53.44	53.44	50.73	52.63
PP	51.82	51.82	51.82	51.42
S1	48.68	48.68	49.85	47.87
S2	47.06	47.06	49.42
S3	42.30	43.92	48.98
S4	37.54	39.16	47.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.74	47.88	5.86	12.1%	1.83	3.8%	10%	False	True	46,938
10	56.20	47.88	8.32	17.2%	1.67	3.4%	7%	False	True	50,589
20	57.90	47.88	10.02	20.7%	1.85	3.8%	6%	False	True	48,292
40	58.37	47.87	10.50	21.7%	2.20	4.5%	6%	False	False	39,667
60	60.41	47.87	12.54	25.9%	2.28	4.7%	5%	False	False	30,270
80	77.60	47.87	29.73	61.3%	2.31	4.8%	2%	False	False	24,478
100	81.61	47.87	33.74	69.6%	2.16	4.5%	2%	False	False	20,300

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	56.70
2.618	53.96
1.618	52.28
1.000	51.24
0.618	50.60
HIGH	49.56
0.618	48.92
0.500	48.72
0.382	48.52
LOW	47.88
0.618	46.84
1.000	46.20
1.618	45.16
2.618	43.48
4.250	40.74

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	48.72	50.24
PP	48.64	49.65
S1	48.56	49.07

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

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