NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	97.79	97.92	0.13	0.1%	102.20
High	98.27	98.95	0.68	0.7%	102.25
Low	97.41	97.75	0.34	0.3%	97.19
Close	97.94	98.56	0.62	0.6%	98.56
Range	0.86	1.20	0.34	39.5%	5.06
ATR	1.59	1.56	-0.03	-1.7%	0.00
Volume	169,473	126,249	-43,224	-25.5%	736,122

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.02	101.49	99.22
R3	100.82	100.29	98.89
R2	99.62	99.62	98.78
R1	99.09	99.09	98.67	99.36
PP	98.42	98.42	98.42	98.55
S1	97.89	97.89	98.45	98.16
S2	97.22	97.22	98.34
S3	96.02	96.69	98.23
S4	94.82	95.49	97.90

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	114.51	111.60	101.34
R3	109.45	106.54	99.95
R2	104.39	104.39	99.49
R1	101.48	101.48	99.02	100.41
PP	99.33	99.33	99.33	98.80
S1	96.42	96.42	98.10	95.35
S2	94.27	94.27	97.63
S3	89.21	91.36	97.17
S4	84.15	86.30	95.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.25	97.19	5.06	5.1%	1.61	1.6%	27%	False	False	147,224
10	104.48	97.19	7.29	7.4%	1.80	1.8%	19%	False	False	116,842
20	104.48	97.19	7.29	7.4%	1.54	1.6%	19%	False	False	88,068
40	104.48	93.13	11.35	11.5%	1.42	1.4%	48%	False	False	64,862
60	104.48	91.35	13.13	13.3%	1.35	1.4%	55%	False	False	50,258
80	104.48	91.35	13.13	13.3%	1.30	1.3%	55%	False	False	41,306
100	104.48	91.35	13.13	13.3%	1.25	1.3%	55%	False	False	35,363
120	104.48	91.35	13.13	13.3%	1.23	1.2%	55%	False	False	30,490

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.05
2.618	102.09
1.618	100.89
1.000	100.15
0.618	99.69
HIGH	98.95
0.618	98.49
0.500	98.35
0.382	98.21
LOW	97.75
0.618	97.01
1.000	96.55
1.618	95.81
2.618	94.61
4.250	92.65

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	98.49	98.43
PP	98.42	98.30
S1	98.35	98.17

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

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