NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 30-Mar-2015

Day Change Summary
	Previous	Current
	27-Mar-2015	30-Mar-2015	Change	Change %	Previous Week
Open	55.80	53.83	-1.97	-3.5%	52.28
High	56.29	54.55	-1.74	-3.1%	56.81
Low	53.77	53.34	-0.43	-0.8%	51.89
Close	54.33	54.41	0.08	0.1%	54.33
Range	2.52	1.21	-1.31	-52.0%	4.92
ATR	1.90	1.85	-0.05	-2.6%	0.00
Volume	23,721	9,419	-14,302	-60.3%	70,387

Daily Pivots for day following 30-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.73	57.28	55.08
R3	56.52	56.07	54.74
R2	55.31	55.31	54.63
R1	54.86	54.86	54.52	55.09
PP	54.10	54.10	54.10	54.21
S1	53.65	53.65	54.30	53.88
S2	52.89	52.89	54.19
S3	51.68	52.44	54.08
S4	50.47	51.23	53.74

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.10	66.64	57.04
R3	64.18	61.72	55.68
R2	59.26	59.26	55.23
R1	56.80	56.80	54.78	58.03
PP	54.34	54.34	54.34	54.96
S1	51.88	51.88	53.88	53.11
S2	49.42	49.42	53.43
S3	44.50	46.96	52.98
S4	39.58	42.04	51.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.81	52.77	4.04	7.4%	1.68	3.1%	41%	False	False	13,868
10	56.81	50.54	6.27	11.5%	1.82	3.3%	62%	False	False	12,734
20	58.79	50.54	8.25	15.2%	1.61	3.0%	47%	False	False	12,650
40	60.67	50.54	10.13	18.6%	1.87	3.4%	38%	False	False	11,543

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	0.31
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	59.69
2.618	57.72
1.618	56.51
1.000	55.76
0.618	55.30
HIGH	54.55
0.618	54.09
0.500	53.95
0.382	53.80
LOW	53.34
0.618	52.59
1.000	52.13
1.618	51.38
2.618	50.17
4.250	48.20

Fisher Pivots for day following 30-Mar-2015
Pivot	1 day	3 day
R1	54.26	55.08
PP	54.10	54.85
S1	53.95	54.63

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

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