NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	90.96	91.44	0.48	0.5%	88.11
High	91.93	92.28	0.35	0.4%	91.68
Low	90.96	91.37	0.41	0.5%	88.11
Close	91.60	92.26	0.66	0.7%	90.74
Range	0.97	0.91	-0.06	-6.2%	3.57
ATR	1.48	1.44	-0.04	-2.8%	0.00
Volume	22,146	15,971	-6,175	-27.9%	99,645

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	94.70	94.39	92.76
R3	93.79	93.48	92.51
R2	92.88	92.88	92.43
R1	92.57	92.57	92.34	92.73
PP	91.97	91.97	91.97	92.05
S1	91.66	91.66	92.18	91.82
S2	91.06	91.06	92.09
S3	90.15	90.75	92.01
S4	89.24	89.84	91.76

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.89	99.38	92.70
R3	97.32	95.81	91.72
R2	93.75	93.75	91.39
R1	92.24	92.24	91.07	93.00
PP	90.18	90.18	90.18	90.55
S1	88.67	88.67	90.41	89.43
S2	86.61	86.61	90.09
S3	83.04	85.10	89.76
S4	79.47	81.53	88.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.28	88.85	3.43	3.7%	1.18	1.3%	99%	True	False	18,376
10	94.46	88.11	6.35	6.9%	1.57	1.7%	65%	False	False	18,821
20	94.46	88.11	6.35	6.9%	1.34	1.5%	65%	False	False	20,172
40	94.46	88.11	6.35	6.9%	1.36	1.5%	65%	False	False	16,199
60	94.46	84.84	9.62	10.4%	1.42	1.5%	77%	False	False	14,202
80	94.46	84.84	9.62	10.4%	1.30	1.4%	77%	False	False	12,899
100	95.87	84.84	11.03	12.0%	1.22	1.3%	67%	False	False	11,788

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.16
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	96.15
2.618	94.66
1.618	93.75
1.000	93.19
0.618	92.84
HIGH	92.28
0.618	91.93
0.500	91.83
0.382	91.72
LOW	91.37
0.618	90.81
1.000	90.46
1.618	89.90
2.618	88.99
4.250	87.50

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	92.12	91.98
PP	91.97	91.69
S1	91.83	91.41

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

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