NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	49.82	52.78	2.96	5.9%	55.93
High	52.66	54.66	2.00	3.8%	55.94
Low	49.76	50.50	0.74	1.5%	51.34
Close	52.48	50.57	-1.91	-3.6%	52.77
Range	2.90	4.16	1.26	43.4%	4.60
ATR	2.20	2.34	0.14	6.4%	0.00
Volume	8,141	8,721	580	7.1%	33,194

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.39	61.64	52.86
R3	60.23	57.48	51.71
R2	56.07	56.07	51.33
R1	53.32	53.32	50.95	52.62
PP	51.91	51.91	51.91	51.56
S1	49.16	49.16	50.19	48.46
S2	47.75	47.75	49.81
S3	43.59	45.00	49.43
S4	39.43	40.84	48.28

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.15	64.56	55.30
R3	62.55	59.96	54.04
R2	57.95	57.95	53.61
R1	55.36	55.36	53.19	54.36
PP	53.35	53.35	53.35	52.85
S1	50.76	50.76	52.35	49.76
S2	48.75	48.75	51.93
S3	44.15	46.16	51.51
S4	39.55	41.56	50.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.66	49.14	5.52	10.9%	2.51	5.0%	26%	True	False	7,466
10	58.43	49.14	9.29	18.4%	2.28	4.5%	15%	False	False	6,722
20	60.55	49.14	11.41	22.6%	2.38	4.7%	13%	False	False	5,449
40	76.90	49.14	27.76	54.9%	2.17	4.3%	5%	False	False	4,650

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	0.38
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	72.34
2.618	65.55
1.618	61.39
1.000	58.82
0.618	57.23
HIGH	54.66
0.618	53.07
0.500	52.58
0.382	52.09
LOW	50.50
0.618	47.93
1.000	46.34
1.618	43.77
2.618	39.61
4.250	32.82

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	52.58	51.90
PP	51.91	51.46
S1	51.24	51.01

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

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