NYMEX Light Sweet Crude Oil Future June 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	96.80	97.68	0.88	0.9%	101.16
High	98.16	98.22	0.06	0.1%	101.16
Low	96.65	97.40	0.75	0.8%	96.63
Close	98.01	98.15	0.14	0.1%	97.99
Range	1.51	0.82	-0.69	-45.7%	4.53
ATR	1.50	1.45	-0.05	-3.2%	0.00
Volume	62,003	98,742	36,739	59.3%	456,956

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.38	100.09	98.60
R3	99.56	99.27	98.38
R2	98.74	98.74	98.30
R1	98.45	98.45	98.23	98.60
PP	97.92	97.92	97.92	98.00
S1	97.63	97.63	98.07	97.78
S2	97.10	97.10	98.00
S3	96.28	96.81	97.92
S4	95.46	95.99	97.70

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	112.18	109.62	100.48
R3	107.65	105.09	99.24
R2	103.12	103.12	98.82
R1	100.56	100.56	98.41	99.58
PP	98.59	98.59	98.59	98.10
S1	96.03	96.03	97.57	95.05
S2	94.06	94.06	97.16
S3	89.53	91.50	96.74
S4	85.00	86.97	95.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.34	96.42	1.92	2.0%	1.24	1.3%	90%	False	False	93,775
10	101.38	96.42	4.96	5.1%	1.45	1.5%	35%	False	False	84,345
20	103.45	96.42	7.03	7.2%	1.44	1.5%	25%	False	False	68,659
40	103.45	93.67	9.78	10.0%	1.34	1.4%	46%	False	False	59,096
60	103.45	90.97	12.48	12.7%	1.30	1.3%	58%	False	False	51,881
80	103.45	90.97	12.48	12.7%	1.26	1.3%	58%	False	False	47,885
100	103.45	90.97	12.48	12.7%	1.23	1.3%	58%	False	False	45,455
120	103.45	90.97	12.48	12.7%	1.26	1.3%	58%	False	False	42,367

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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.71
2.618	100.37
1.618	99.55
1.000	99.04
0.618	98.73
HIGH	98.22
0.618	97.91
0.500	97.81
0.382	97.71
LOW	97.40
0.618	96.89
1.000	96.58
1.618	96.07
2.618	95.25
4.250	93.92

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	98.04	97.89
PP	97.92	97.64
S1	97.81	97.38

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

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