NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	53.08	52.33	-0.75	-1.4%	56.88
High	53.35	52.41	-0.94	-1.8%	57.53
Low	51.36	50.95	-0.41	-0.8%	53.26
Close	52.41	51.33	-1.08	-2.1%	53.30
Range	1.99	1.46	-0.53	-26.6%	4.27
ATR	1.77	1.74	-0.02	-1.2%	0.00
Volume	9,245	8,636	-609	-6.6%	62,485

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.94	55.10	52.13
R3	54.48	53.64	51.73
R2	53.02	53.02	51.60
R1	52.18	52.18	51.46	51.87
PP	51.56	51.56	51.56	51.41
S1	50.72	50.72	51.20	50.41
S2	50.10	50.10	51.06
S3	48.64	49.26	50.93
S4	47.18	47.80	50.53

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.51	64.67	55.65
R3	63.24	60.40	54.47
R2	58.97	58.97	54.08
R1	56.13	56.13	53.69	55.42
PP	54.70	54.70	54.70	54.34
S1	51.86	51.86	52.91	51.15
S2	50.43	50.43	52.52
S3	46.16	47.59	52.13
S4	41.89	43.32	50.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.50	50.95	5.55	10.8%	1.71	3.3%	7%	False	True	10,978
10	58.70	50.95	7.75	15.1%	1.47	2.9%	5%	False	True	12,418
20	60.22	50.95	9.27	18.1%	1.55	3.0%	4%	False	True	11,566
40	60.67	50.93	9.74	19.0%	1.80	3.5%	4%	False	False	10,254

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	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	58.62
2.618	56.23
1.618	54.77
1.000	53.87
0.618	53.31
HIGH	52.41
0.618	51.85
0.500	51.68
0.382	51.51
LOW	50.95
0.618	50.05
1.000	49.49
1.618	48.59
2.618	47.13
4.250	44.75

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	51.68	53.18
PP	51.56	52.56
S1	51.45	51.95

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

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