NYMEX Light Sweet Crude Oil Future August 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	55.08	54.04	-1.04	-1.9%	56.56
High	55.25	54.22	-1.03	-1.9%	57.19
Low	53.50	52.96	-0.54	-1.0%	54.98
Close	53.62	53.98	0.36	0.7%	55.42
Range	1.75	1.26	-0.49	-28.0%	2.21
ATR	1.94	1.89	-0.05	-2.5%	0.00
Volume	29,154	22,379	-6,775	-23.2%	155,809

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.50	57.00	54.67
R3	56.24	55.74	54.33
R2	54.98	54.98	54.21
R1	54.48	54.48	54.10	54.10
PP	53.72	53.72	53.72	53.53
S1	53.22	53.22	53.86	52.84
S2	52.46	52.46	53.75
S3	51.20	51.96	53.63
S4	49.94	50.70	53.29

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.49	61.17	56.64
R3	60.28	58.96	56.03
R2	58.07	58.07	55.83
R1	56.75	56.75	55.62	56.31
PP	55.86	55.86	55.86	55.64
S1	54.54	54.54	55.22	54.10
S2	53.65	53.65	55.01
S3	51.44	52.33	54.81
S4	49.23	50.12	54.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.15	52.96	4.19	7.8%	1.36	2.5%	24%	False	True	29,943
10	57.19	52.96	4.23	7.8%	1.48	2.7%	24%	False	True	30,140
20	59.24	52.96	6.28	11.6%	1.81	3.4%	16%	False	True	26,468
40	59.24	49.00	10.24	19.0%	2.14	4.0%	49%	False	False	20,613
60	61.43	49.00	12.43	23.0%	2.19	4.1%	40%	False	False	15,422
80	77.06	49.00	28.06	52.0%	2.12	3.9%	18%	False	False	12,440

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.58
2.618	57.52
1.618	56.26
1.000	55.48
0.618	55.00
HIGH	54.22
0.618	53.74
0.500	53.59
0.382	53.44
LOW	52.96
0.618	52.18
1.000	51.70
1.618	50.92
2.618	49.66
4.250	47.61

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	53.85	54.47
PP	53.72	54.30
S1	53.59	54.14

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

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