NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	102.77	101.86	-0.91	-0.9%	100.05
High	102.98	102.97	-0.01	0.0%	102.98
Low	101.65	101.48	-0.17	-0.2%	98.68
Close	101.95	102.86	0.91	0.9%	101.95
Range	1.33	1.49	0.16	12.0%	4.30
ATR	1.37	1.38	0.01	0.6%	0.00
Volume	217,747	312,630	94,883	43.6%	991,432

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.91	106.37	103.68
R3	105.42	104.88	103.27
R2	103.93	103.93	103.13
R1	103.39	103.39	103.00	103.66
PP	102.44	102.44	102.44	102.57
S1	101.90	101.90	102.72	102.17
S2	100.95	100.95	102.59
S3	99.46	100.41	102.45
S4	97.97	98.92	102.04

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	114.10	112.33	104.32
R3	109.80	108.03	103.13
R2	105.50	105.50	102.74
R1	103.73	103.73	102.34	104.62
PP	101.20	101.20	101.20	101.65
S1	99.43	99.43	101.56	100.32
S2	96.90	96.90	101.16
S3	92.60	95.13	100.77
S4	88.30	90.83	99.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.98	98.68	4.30	4.2%	1.68	1.6%	97%	False	False	230,569
10	103.63	98.68	4.95	4.8%	1.61	1.6%	84%	False	False	179,161
20	106.64	98.68	7.96	7.7%	1.36	1.3%	53%	False	False	124,733
40	106.64	98.68	7.96	7.7%	1.24	1.2%	53%	False	False	90,638
60	106.64	96.43	10.21	9.9%	1.16	1.1%	63%	False	False	71,378
80	106.64	95.51	11.13	10.8%	1.13	1.1%	66%	False	False	60,007
100	106.64	94.34	12.30	12.0%	1.13	1.1%	69%	False	False	51,868
120	106.64	91.15	15.49	15.1%	1.10	1.1%	76%	False	False	45,328

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.30
2.618	106.87
1.618	105.38
1.000	104.46
0.618	103.89
HIGH	102.97
0.618	102.40
0.500	102.23
0.382	102.05
LOW	101.48
0.618	100.56
1.000	99.99
1.618	99.07
2.618	97.58
4.250	95.15

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	102.65	102.51
PP	102.44	102.15
S1	102.23	101.80

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

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