NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	96.90	95.66	-1.24	-1.3%	94.25
High	97.18	97.66	0.48	0.5%	97.84
Low	95.21	95.63	0.42	0.4%	93.65
Close	95.72	97.41	1.69	1.8%	96.64
Range	1.97	2.03	0.06	3.0%	4.19
ATR	1.54	1.57	0.04	2.3%	0.00
Volume	235,110	206,490	-28,620	-12.2%	1,010,961

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.99	102.23	98.53
R3	100.96	100.20	97.97
R2	98.93	98.93	97.78
R1	98.17	98.17	97.60	98.55
PP	96.90	96.90	96.90	97.09
S1	96.14	96.14	97.22	96.52
S2	94.87	94.87	97.04
S3	92.84	94.11	96.85
S4	90.81	92.08	96.29

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.61	106.82	98.94
R3	104.42	102.63	97.79
R2	100.23	100.23	97.41
R1	98.44	98.44	97.02	99.34
PP	96.04	96.04	96.04	96.49
S1	94.25	94.25	96.26	95.15
S2	91.85	91.85	95.87
S3	87.66	90.06	95.49
S4	83.47	85.87	94.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.84	95.12	2.72	2.8%	1.75	1.8%	84%	False	False	241,540
10	97.84	91.73	6.11	6.3%	1.62	1.7%	93%	False	False	211,804
20	100.55	91.47	9.08	9.3%	1.63	1.7%	65%	False	False	149,281
40	100.79	91.47	9.32	9.6%	1.41	1.4%	64%	False	False	99,885
60	100.79	91.47	9.32	9.6%	1.40	1.4%	64%	False	False	80,329
80	101.81	91.47	10.34	10.6%	1.41	1.4%	57%	False	False	69,442
100	103.14	91.47	11.67	12.0%	1.41	1.4%	51%	False	False	59,192
120	104.37	91.47	12.90	13.2%	1.40	1.4%	46%	False	False	51,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	106.29
2.618	102.97
1.618	100.94
1.000	99.69
0.618	98.91
HIGH	97.66
0.618	96.88
0.500	96.65
0.382	96.41
LOW	95.63
0.618	94.38
1.000	93.60
1.618	92.35
2.618	90.32
4.250	87.00

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	97.16	97.11
PP	96.90	96.81
S1	96.65	96.51

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

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