NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	53.50	56.51	3.01	5.6%	50.70
High	56.50	59.92	3.42	6.1%	54.44
Low	53.27	56.00	2.73	5.1%	50.03
Close	55.94	59.26	3.32	5.9%	54.40
Range	3.23	3.92	0.69	21.4%	4.41
ATR	2.24	2.36	0.12	5.5%	0.00
Volume	20,234	33,953	13,719	67.8%	91,568

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	70.15	68.63	61.42
R3	66.23	64.71	60.34
R2	62.31	62.31	59.98
R1	60.79	60.79	59.62	61.55
PP	58.39	58.39	58.39	58.78
S1	56.87	56.87	58.90	57.63
S2	54.47	54.47	58.54
S3	50.55	52.95	58.18
S4	46.63	49.03	57.10

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.19	64.70	56.83
R3	61.78	60.29	55.61
R2	57.37	57.37	55.21
R1	55.88	55.88	54.80	56.63
PP	52.96	52.96	52.96	53.33
S1	51.47	51.47	54.00	52.22
S2	48.55	48.55	53.59
S3	44.14	47.06	53.19
S4	39.73	42.65	51.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.92	50.03	9.89	16.7%	2.65	4.5%	93%	True	False	21,499
10	59.92	50.03	9.89	16.7%	2.13	3.6%	93%	True	False	23,351
20	59.92	49.90	10.02	16.9%	2.18	3.7%	93%	True	False	19,838
40	67.97	49.90	18.07	30.5%	2.21	3.7%	52%	False	False	14,323

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	0.40
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	76.58
2.618	70.18
1.618	66.26
1.000	63.84
0.618	62.34
HIGH	59.92
0.618	58.42
0.500	57.96
0.382	57.50
LOW	56.00
0.618	53.58
1.000	52.08
1.618	49.66
2.618	45.74
4.250	39.34

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	58.83	57.93
PP	58.39	56.59
S1	57.96	55.26

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

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