NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	99.53	100.39	0.86	0.9%	102.75
High	100.47	100.82	0.35	0.3%	102.82
Low	99.34	99.08	-0.26	-0.3%	97.55
Close	100.37	99.43	-0.94	-0.9%	98.89
Range	1.13	1.74	0.61	54.0%	5.27
ATR	1.67	1.67	0.01	0.3%	0.00
Volume	110,319	29,167	-81,152	-73.6%	1,430,792

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.00	103.95	100.39
R3	103.26	102.21	99.91
R2	101.52	101.52	99.75
R1	100.47	100.47	99.59	100.13
PP	99.78	99.78	99.78	99.60
S1	98.73	98.73	99.27	98.39
S2	98.04	98.04	99.11
S3	96.30	96.99	98.95
S4	94.56	95.25	98.47

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	115.56	112.50	101.79
R3	110.29	107.23	100.34
R2	105.02	105.02	99.86
R1	101.96	101.96	99.37	100.86
PP	99.75	99.75	99.75	99.20
S1	96.69	96.69	98.41	95.59
S2	94.48	94.48	97.92
S3	89.21	91.42	97.44
S4	83.94	86.15	95.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.82	97.37	3.45	3.5%	1.63	1.6%	60%	True	False	157,136
10	102.91	97.37	5.54	5.6%	1.66	1.7%	37%	False	False	221,631
20	105.22	97.37	7.85	7.9%	1.70	1.7%	26%	False	False	219,572
40	105.22	94.92	10.30	10.4%	1.57	1.6%	44%	False	False	170,093
60	105.22	91.48	13.74	13.8%	1.51	1.5%	58%	False	False	126,058
80	105.22	91.48	13.74	13.8%	1.44	1.4%	58%	False	False	100,290
100	105.22	91.48	13.74	13.8%	1.38	1.4%	58%	False	False	83,702
120	105.22	91.48	13.74	13.8%	1.38	1.4%	58%	False	False	71,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.22
2.618	105.38
1.618	103.64
1.000	102.56
0.618	101.90
HIGH	100.82
0.618	100.16
0.500	99.95
0.382	99.74
LOW	99.08
0.618	98.00
1.000	97.34
1.618	96.26
2.618	94.52
4.250	91.69

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	99.95	99.38
PP	99.78	99.33
S1	99.60	99.29

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

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