NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	58.46	58.21	-0.25	-0.4%	57.33
High	58.70	58.63	-0.07	-0.1%	58.86
Low	57.57	57.70	0.13	0.2%	56.31
Close	58.46	57.91	-0.55	-0.9%	58.72
Range	1.13	0.93	-0.20	-17.7%	2.55
ATR	1.92	1.85	-0.07	-3.7%	0.00
Volume	10,837	18,294	7,457	68.8%	50,130

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.87	60.32	58.42
R3	59.94	59.39	58.17
R2	59.01	59.01	58.08
R1	58.46	58.46	58.00	58.27
PP	58.08	58.08	58.08	57.99
S1	57.53	57.53	57.82	57.34
S2	57.15	57.15	57.74
S3	56.22	56.60	57.65
S4	55.29	55.67	57.40

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.61	64.72	60.12
R3	63.06	62.17	59.42
R2	60.51	60.51	59.19
R1	59.62	59.62	58.95	60.07
PP	57.96	57.96	57.96	58.19
S1	57.07	57.07	58.49	57.52
S2	55.41	55.41	58.25
S3	52.86	54.52	58.02
S4	50.31	51.97	57.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.81	57.45	1.36	2.3%	1.09	1.9%	34%	False	False	12,168
10	58.86	56.31	2.55	4.4%	1.37	2.4%	63%	False	False	11,376
20	60.65	55.41	5.24	9.0%	1.76	3.0%	48%	False	False	10,698
40	60.67	50.60	10.07	17.4%	1.89	3.3%	73%	False	False	8,738

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	62.58
2.618	61.06
1.618	60.13
1.000	59.56
0.618	59.20
HIGH	58.63
0.618	58.27
0.500	58.17
0.382	58.06
LOW	57.70
0.618	57.13
1.000	56.77
1.618	56.20
2.618	55.27
4.250	53.75

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	58.17	58.18
PP	58.08	58.09
S1	58.00	58.00

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

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