NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	97.97	97.40	-0.57	-0.6%	96.90
High	98.39	97.94	-0.45	-0.5%	98.59
Low	97.10	96.26	-0.84	-0.9%	95.21
Close	97.49	96.43	-1.06	-1.1%	97.49
Range	1.29	1.68	0.39	30.2%	3.38
ATR	1.52	1.54	0.01	0.7%	0.00
Volume	253,457	293,312	39,855	15.7%	1,094,963

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.92	100.85	97.35
R3	100.24	99.17	96.89
R2	98.56	98.56	96.74
R1	97.49	97.49	96.58	97.19
PP	96.88	96.88	96.88	96.72
S1	95.81	95.81	96.28	95.51
S2	95.20	95.20	96.12
S3	93.52	94.13	95.97
S4	91.84	92.45	95.51

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.24	105.74	99.35
R3	103.86	102.36	98.42
R2	100.48	100.48	98.11
R1	98.98	98.98	97.80	99.73
PP	97.10	97.10	97.10	97.47
S1	95.60	95.60	97.18	96.35
S2	93.72	93.72	96.87
S3	90.34	92.22	96.56
S4	86.96	88.84	95.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.59	95.63	2.96	3.1%	1.54	1.6%	27%	False	False	230,633
10	98.59	93.65	4.94	5.1%	1.62	1.7%	56%	False	False	239,923
20	98.59	91.47	7.12	7.4%	1.52	1.6%	70%	False	False	184,964
40	100.79	91.47	9.32	9.7%	1.37	1.4%	53%	False	False	119,104
60	100.79	91.47	9.32	9.7%	1.40	1.5%	53%	False	False	93,160
80	101.81	91.47	10.34	10.7%	1.42	1.5%	48%	False	False	79,720
100	102.29	91.47	10.82	11.2%	1.41	1.5%	46%	False	False	68,077
120	104.37	91.47	12.90	13.4%	1.40	1.4%	38%	False	False	59,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.08
2.618	102.34
1.618	100.66
1.000	99.62
0.618	98.98
HIGH	97.94
0.618	97.30
0.500	97.10
0.382	96.90
LOW	96.26
0.618	95.22
1.000	94.58
1.618	93.54
2.618	91.86
4.250	89.12

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	97.10	97.43
PP	96.88	97.09
S1	96.65	96.76

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

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