NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 23-Mar-2015

Day Change Summary
	Previous	Current
	20-Mar-2015	23-Mar-2015	Change	Change %	Previous Week
Open	51.96	52.28	0.32	0.6%	53.08
High	53.22	53.48	0.26	0.5%	53.89
Low	51.35	51.89	0.54	1.1%	50.54
Close	53.05	53.48	0.43	0.8%	53.05
Range	1.87	1.59	-0.28	-15.0%	3.35
ATR	1.87	1.85	-0.02	-1.1%	0.00
Volume	8,520	10,464	1,944	22.8%	56,782

Daily Pivots for day following 23-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.72	57.19	54.35
R3	56.13	55.60	53.92
R2	54.54	54.54	53.77
R1	54.01	54.01	53.63	54.28
PP	52.95	52.95	52.95	53.08
S1	52.42	52.42	53.33	52.69
S2	51.36	51.36	53.19
S3	49.77	50.83	53.04
S4	48.18	49.24	52.61

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.54	61.15	54.89
R3	59.19	57.80	53.97
R2	55.84	55.84	53.66
R1	54.45	54.45	53.36	53.47
PP	52.49	52.49	52.49	52.01
S1	51.10	51.10	52.74	50.12
S2	49.14	49.14	52.44
S3	45.79	47.75	52.13
S4	42.44	44.40	51.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.89	50.54	3.35	6.3%	1.95	3.6%	88%	False	False	11,600
10	56.77	50.54	6.23	11.6%	1.85	3.5%	47%	False	False	11,696
20	58.86	50.54	8.32	15.6%	1.60	3.0%	35%	False	False	11,823
40	60.67	50.54	10.13	18.9%	1.87	3.5%	29%	False	False	10,683

Crabel Price Patterns
NR	True
NR4	False
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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	60.24
2.618	57.64
1.618	56.05
1.000	55.07
0.618	54.46
HIGH	53.48
0.618	52.87
0.500	52.69
0.382	52.50
LOW	51.89
0.618	50.91
1.000	50.30
1.618	49.32
2.618	47.73
4.250	45.13

Fisher Pivots for day following 23-Mar-2015
Pivot	1 day	3 day
R1	53.22	53.13
PP	52.95	52.77
S1	52.69	52.42

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

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