NYMEX Light Sweet Crude Oil Future September 2015

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

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	57.72	56.96	-0.76	-1.3%	56.71
High	58.18	58.01	-0.17	-0.3%	58.18
Low	56.66	56.93	0.27	0.5%	55.46
Close	56.74	57.94	1.20	2.1%	57.91
Range	1.52	1.08	-0.44	-28.9%	2.72
ATR	2.20	2.13	-0.07	-3.0%	0.00
Volume	23,464	34,235	10,771	45.9%	144,122

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.87	60.48	58.53
R3	59.79	59.40	58.24
R2	58.71	58.71	58.14
R1	58.32	58.32	58.04	58.52
PP	57.63	57.63	57.63	57.72
S1	57.24	57.24	57.84	57.44
S2	56.55	56.55	57.74
S3	55.47	56.16	57.64
S4	54.39	55.08	57.35

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	4.3%	1.77	3.1%	90%	False	False	28,781
10	59.55	55.46	4.09	7.1%	1.82	3.1%	61%	False	False	31,142
20	59.95	54.57	5.38	9.3%	2.18	3.8%	63%	False	False	31,457
40	59.95	49.90	10.05	17.3%	2.13	3.7%	80%	False	False	24,873

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	62.60
2.618	60.84
1.618	59.76
1.000	59.09
0.618	58.68
HIGH	58.01
0.618	57.60
0.500	57.47
0.382	57.34
LOW	56.93
0.618	56.26
1.000	55.85
1.618	55.18
2.618	54.10
4.250	52.34

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	57.78	57.74
PP	57.63	57.54
S1	57.47	57.34

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

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