NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	56.65	57.72	1.07	1.9%	56.71
High	58.03	58.18	0.15	0.3%	58.18
Low	56.50	56.66	0.16	0.3%	55.46
Close	57.91	56.74	-1.17	-2.0%	57.91
Range	1.53	1.52	-0.01	-0.7%	2.72
ATR	2.25	2.20	-0.05	-2.3%	0.00
Volume	32,959	23,464	-9,495	-28.8%	144,122

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	61.75	60.77	57.58
R3	60.23	59.25	57.16
R2	58.71	58.71	57.02
R1	57.73	57.73	56.88	57.46
PP	57.19	57.19	57.19	57.06
S1	56.21	56.21	56.60	55.94
S2	55.67	55.67	56.46
S3	54.15	54.69	56.32
S4	52.63	53.17	55.90

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.34	64.35	59.41
R3	62.62	61.63	58.66
R2	59.90	59.90	58.41
R1	58.91	58.91	58.16	59.41
PP	57.18	57.18	57.18	57.43
S1	56.19	56.19	57.66	56.69
S2	54.46	54.46	57.41
S3	51.74	53.47	57.16
S4	49.02	50.75	56.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.18	55.71	2.47	4.4%	1.80	3.2%	42%	True	False	28,980
10	59.92	55.46	4.46	7.9%	1.93	3.4%	29%	False	False	30,734
20	59.95	53.27	6.68	11.8%	2.29	4.0%	52%	False	False	30,757
40	59.95	49.90	10.05	17.7%	2.17	3.8%	68%	False	False	24,161

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	64.64
2.618	62.16
1.618	60.64
1.000	59.70
0.618	59.12
HIGH	58.18
0.618	57.60
0.500	57.42
0.382	57.24
LOW	56.66
0.618	55.72
1.000	55.14
1.618	54.20
2.618	52.68
4.250	50.20

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	57.42	57.03
PP	57.19	56.93
S1	56.97	56.84

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

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