NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	53.16	51.53	-1.63	-3.1%	52.83
High	53.20	52.57	-0.63	-1.2%	55.32
Low	50.99	51.50	0.51	1.0%	49.90
Close	51.07	52.26	1.19	2.3%	53.41
Range	2.21	1.07	-1.14	-51.6%	5.42
ATR	2.37	2.31	-0.06	-2.6%	0.00
Volume	13,139	23,845	10,706	81.5%	101,554

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.32	54.86	52.85
R3	54.25	53.79	52.55
R2	53.18	53.18	52.46
R1	52.72	52.72	52.36	52.95
PP	52.11	52.11	52.11	52.23
S1	51.65	51.65	52.16	51.88
S2	51.04	51.04	52.06
S3	49.97	50.58	51.97
S4	48.90	49.51	51.67

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.14	66.69	56.39
R3	63.72	61.27	54.90
R2	58.30	58.30	54.40
R1	55.85	55.85	53.91	57.08
PP	52.88	52.88	52.88	53.49
S1	50.43	50.43	52.91	51.66
S2	47.46	47.46	52.42
S3	42.04	45.01	51.92
S4	36.62	39.59	50.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.32	50.51	4.81	9.2%	2.52	4.8%	36%	False	False	20,960
10	55.32	49.90	5.42	10.4%	2.10	4.0%	44%	False	False	17,888
20	60.93	49.90	11.03	21.1%	2.04	3.9%	21%	False	False	12,486

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	0.31
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	57.12
2.618	55.37
1.618	54.30
1.000	53.64
0.618	53.23
HIGH	52.57
0.618	52.16
0.500	52.04
0.382	51.91
LOW	51.50
0.618	50.84
1.000	50.43
1.618	49.77
2.618	48.70
4.250	46.95

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	52.19	52.26
PP	52.11	52.26
S1	52.04	52.26

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

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