NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	97.46	98.60	1.14	1.2%	102.20
High	98.98	99.26	0.28	0.3%	102.25
Low	97.28	98.33	1.05	1.1%	97.19
Close	98.88	99.17	0.29	0.3%	98.56
Range	1.70	0.93	-0.77	-45.3%	5.06
ATR	1.60	1.55	-0.05	-3.0%	0.00
Volume	198,668	276,195	77,527	39.0%	736,122

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.71	101.37	99.68
R3	100.78	100.44	99.43
R2	99.85	99.85	99.34
R1	99.51	99.51	99.26	99.68
PP	98.92	98.92	98.92	99.01
S1	98.58	98.58	99.08	98.75
S2	97.99	97.99	99.00
S3	97.06	97.65	98.91
S4	96.13	96.72	98.66

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	99.26	97.00	2.26	2.3%	1.34	1.4%	96%	True	False	183,418
10	102.32	97.00	5.32	5.4%	1.58	1.6%	41%	False	False	157,579
20	104.48	97.00	7.48	7.5%	1.55	1.6%	29%	False	False	110,708
40	104.48	94.36	10.12	10.2%	1.44	1.5%	48%	False	False	78,542
60	104.48	91.35	13.13	13.2%	1.38	1.4%	60%	False	False	59,971
80	104.48	91.35	13.13	13.2%	1.32	1.3%	60%	False	False	48,752
100	104.48	91.35	13.13	13.2%	1.26	1.3%	60%	False	False	41,293
120	104.48	91.35	13.13	13.2%	1.24	1.3%	60%	False	False	35,579

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	103.21
2.618	101.69
1.618	100.76
1.000	100.19
0.618	99.83
HIGH	99.26
0.618	98.90
0.500	98.80
0.382	98.69
LOW	98.33
0.618	97.76
1.000	97.40
1.618	96.83
2.618	95.90
4.250	94.38

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	99.05	98.82
PP	98.92	98.48
S1	98.80	98.13

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

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