NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	100.94	99.48	-1.46	-1.4%	103.00
High	101.52	99.60	-1.92	-1.9%	105.22
Low	99.32	97.55	-1.77	-1.8%	100.13
Close	100.03	97.99	-2.04	-2.0%	102.58
Range	2.20	2.05	-0.15	-6.8%	5.09
ATR	1.69	1.75	0.06	3.3%	0.00
Volume	294,201	416,927	122,726	41.7%	1,291,655

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.53	103.31	99.12
R3	102.48	101.26	98.55
R2	100.43	100.43	98.37
R1	99.21	99.21	98.18	98.80
PP	98.38	98.38	98.38	98.17
S1	97.16	97.16	97.80	96.75
S2	96.33	96.33	97.61
S3	94.28	95.11	97.43
S4	92.23	93.06	96.86

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	117.91	115.34	105.38
R3	112.82	110.25	103.98
R2	107.73	107.73	103.51
R1	105.16	105.16	103.05	103.90
PP	102.64	102.64	102.64	102.02
S1	100.07	100.07	102.11	98.81
S2	97.55	97.55	101.65
S3	92.46	94.98	101.18
S4	87.37	89.89	99.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.91	97.55	5.36	5.5%	1.90	1.9%	8%	False	True	290,882
10	105.22	97.55	7.67	7.8%	1.91	1.9%	6%	False	True	260,284
20	105.22	97.55	7.67	7.8%	1.65	1.7%	6%	False	True	222,084
40	105.22	91.67	13.55	13.8%	1.57	1.6%	47%	False	False	151,000
60	105.22	91.48	13.74	14.0%	1.47	1.5%	47%	False	False	110,803
80	105.22	91.48	13.74	14.0%	1.41	1.4%	47%	False	False	88,729
100	105.22	91.48	13.74	14.0%	1.39	1.4%	47%	False	False	74,197
120	105.22	91.48	13.74	14.0%	1.37	1.4%	47%	False	False	63,156

Crabel Price Patterns
NR	True
NR4	False
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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.31
2.618	104.97
1.618	102.92
1.000	101.65
0.618	100.87
HIGH	99.60
0.618	98.82
0.500	98.58
0.382	98.33
LOW	97.55
0.618	96.28
1.000	95.50
1.618	94.23
2.618	92.18
4.250	88.84

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	98.58	100.19
PP	98.38	99.45
S1	98.19	98.72

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

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