NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	50.70	51.11	0.41	0.8%	53.16
High	51.94	52.26	0.32	0.6%	53.49
Low	50.40	50.80	0.40	0.8%	50.94
Close	51.06	51.98	0.92	1.8%	51.23
Range	1.54	1.46	-0.08	-5.2%	2.55
ATR	2.21	2.16	-0.05	-2.4%	0.00
Volume	21,515	16,741	-4,774	-22.2%	100,898

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.06	55.48	52.78
R3	54.60	54.02	52.38
R2	53.14	53.14	52.25
R1	52.56	52.56	52.11	52.85
PP	51.68	51.68	51.68	51.83
S1	51.10	51.10	51.85	51.39
S2	50.22	50.22	51.71
S3	48.76	49.64	51.58
S4	47.30	48.18	51.18

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.54	57.93	52.63
R3	56.99	55.38	51.93
R2	54.44	54.44	51.70
R1	52.83	52.83	51.46	52.36
PP	51.89	51.89	51.89	51.65
S1	50.28	50.28	51.00	49.81
S2	49.34	49.34	50.76
S3	46.79	47.73	50.53
S4	44.24	45.18	49.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.49	50.40	3.09	5.9%	1.61	3.1%	51%	False	False	25,203
10	55.32	49.90	5.42	10.4%	2.15	4.1%	38%	False	False	22,170
20	58.98	49.90	9.08	17.5%	2.00	3.8%	23%	False	False	15,792

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	0.39
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	58.47
2.618	56.08
1.618	54.62
1.000	53.72
0.618	53.16
HIGH	52.26
0.618	51.70
0.500	51.53
0.382	51.36
LOW	50.80
0.618	49.90
1.000	49.34
1.618	48.44
2.618	46.98
4.250	44.60

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	51.83	51.80
PP	51.68	51.62
S1	51.53	51.44

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

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