NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 02-Apr-2015

Day Change Summary
	Previous	Current
	01-Apr-2015	02-Apr-2015	Change	Change %	Previous Week
Open	53.98	55.30	1.32	2.4%	52.93
High	56.27	55.71	-0.56	-1.0%	57.84
Low	53.92	54.00	0.08	0.1%	52.93
Close	56.11	54.76	-1.35	-2.4%	54.99
Range	2.35	1.71	-0.64	-27.2%	4.91
ATR	1.81	1.83	0.02	1.2%	0.00
Volume	6,734	10,256	3,522	52.3%	42,477

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.95	59.07	55.70
R3	58.24	57.36	55.23
R2	56.53	56.53	55.07
R1	55.65	55.65	54.92	55.24
PP	54.82	54.82	54.82	54.62
S1	53.94	53.94	54.60	53.53
S2	53.11	53.11	54.45
S3	51.40	52.23	54.29
S4	49.69	50.52	53.82

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.98	67.40	57.69
R3	65.07	62.49	56.34
R2	60.16	60.16	55.89
R1	57.58	57.58	55.44	58.87
PP	55.25	55.25	55.25	55.90
S1	52.67	52.67	54.54	53.96
S2	50.34	50.34	54.09
S3	45.43	47.76	53.64
S4	40.52	42.85	52.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.71	53.92	2.79	5.1%	1.69	3.1%	30%	False	False	8,780
10	57.84	52.10	5.74	10.5%	1.68	3.1%	46%	False	False	7,962
20	58.87	51.33	7.54	13.8%	1.67	3.0%	45%	False	False	8,164
40	61.16	51.33	9.83	18.0%	1.61	2.9%	35%	False	False	7,381

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	62.98
2.618	60.19
1.618	58.48
1.000	57.42
0.618	56.77
HIGH	55.71
0.618	55.06
0.500	54.86
0.382	54.65
LOW	54.00
0.618	52.94
1.000	52.29
1.618	51.23
2.618	49.52
4.250	46.73

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	54.86	55.10
PP	54.82	54.98
S1	54.79	54.87

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

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