NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	102.20	100.40	-1.80	-1.8%	102.18
High	102.25	100.99	-1.26	-1.2%	104.48
Low	100.33	98.88	-1.45	-1.4%	99.70
Close	100.59	99.59	-1.00	-1.0%	101.99
Range	1.92	2.11	0.19	9.9%	4.78
ATR	1.54	1.59	0.04	2.6%	0.00
Volume	97,323	99,751	2,428	2.5%	432,302

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.15	104.98	100.75
R3	104.04	102.87	100.17
R2	101.93	101.93	99.98
R1	100.76	100.76	99.78	100.29
PP	99.82	99.82	99.82	99.59
S1	98.65	98.65	99.40	98.18
S2	97.71	97.71	99.20
S3	95.60	96.54	99.01
S4	93.49	94.43	98.43

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	116.40	113.97	104.62
R3	111.62	109.19	103.30
R2	106.84	106.84	102.87
R1	104.41	104.41	102.43	103.24
PP	102.06	102.06	102.06	101.47
S1	99.63	99.63	101.55	98.46
S2	97.28	97.28	101.11
S3	92.50	94.85	100.68
S4	87.72	90.07	99.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.83	98.88	3.95	4.0%	1.93	1.9%	18%	False	True	96,069
10	104.48	98.88	5.60	5.6%	1.75	1.8%	13%	False	True	82,475
20	104.48	98.24	6.24	6.3%	1.49	1.5%	22%	False	False	70,669
40	104.48	91.39	13.09	13.1%	1.43	1.4%	63%	False	False	53,921
60	104.48	91.35	13.13	13.2%	1.34	1.3%	63%	False	False	42,175
80	104.48	91.35	13.13	13.2%	1.29	1.3%	63%	False	False	35,283
100	104.48	91.35	13.13	13.2%	1.25	1.3%	63%	False	False	30,372
120	104.48	91.35	13.13	13.2%	1.23	1.2%	63%	False	False	26,108

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	109.96
2.618	106.51
1.618	104.40
1.000	103.10
0.618	102.29
HIGH	100.99
0.618	100.18
0.500	99.94
0.382	99.69
LOW	98.88
0.618	97.58
1.000	96.77
1.618	95.47
2.618	93.36
4.250	89.91

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	99.94	100.60
PP	99.82	100.26
S1	99.71	99.93

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

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