NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	58.58	58.94	0.36	0.6%	58.64
High	59.78	59.17	-0.61	-1.0%	60.49
Low	57.65	57.83	0.18	0.3%	56.35
Close	59.45	58.52	-0.93	-1.6%	59.16
Range	2.13	1.34	-0.79	-37.1%	4.14
ATR	2.44	2.38	-0.06	-2.4%	0.00
Volume	8,001	3,462	-4,539	-56.7%	27,594

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	62.53	61.86	59.26
R3	61.19	60.52	58.89
R2	59.85	59.85	58.77
R1	59.18	59.18	58.64	58.85
PP	58.51	58.51	58.51	58.34
S1	57.84	57.84	58.40	57.51
S2	57.17	57.17	58.27
S3	55.83	56.50	58.15
S4	54.49	55.16	57.78

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	71.09	69.26	61.44
R3	66.95	65.12	60.30
R2	62.81	62.81	59.92
R1	60.98	60.98	59.54	61.90
PP	58.67	58.67	58.67	59.12
S1	56.84	56.84	58.78	57.76
S2	54.53	54.53	58.40
S3	50.39	52.70	58.02
S4	46.25	48.56	56.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.55	56.35	4.20	7.2%	2.83	4.8%	52%	False	False	5,245
10	63.27	56.35	6.92	11.8%	2.70	4.6%	31%	False	False	5,047
20	74.69	56.35	18.34	31.3%	2.49	4.2%	12%	False	False	4,479

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.70
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	64.87
2.618	62.68
1.618	61.34
1.000	60.51
0.618	60.00
HIGH	59.17
0.618	58.66
0.500	58.50
0.382	58.34
LOW	57.83
0.618	57.00
1.000	56.49
1.618	55.66
2.618	54.32
4.250	52.14

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	58.51	59.08
PP	58.51	58.89
S1	58.50	58.71

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

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