NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	97.80	98.70	0.90	0.9%	98.09
High	99.45	99.48	0.03	0.0%	99.45
Low	97.45	98.29	0.84	0.9%	96.42
Close	98.65	98.83	0.18	0.2%	98.65
Range	2.00	1.19	-0.81	-40.5%	3.03
ATR	1.47	1.45	-0.02	-1.4%	0.00
Volume	96,032	70,329	-25,703	-26.8%	432,766

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.44	101.82	99.48
R3	101.25	100.63	99.16
R2	100.06	100.06	99.05
R1	99.44	99.44	98.94	99.75
PP	98.87	98.87	98.87	99.02
S1	98.25	98.25	98.72	98.56
S2	97.68	97.68	98.61
S3	96.49	97.06	98.50
S4	95.30	95.87	98.18

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.26	105.99	100.32
R3	104.23	102.96	99.48
R2	101.20	101.20	99.21
R1	99.93	99.93	98.93	100.57
PP	98.17	98.17	98.17	98.49
S1	96.90	96.90	98.37	97.54
S2	95.14	95.14	98.09
S3	92.11	93.87	97.82
S4	89.08	90.84	96.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.48	96.65	2.83	2.9%	1.35	1.4%	77%	True	False	87,207
10	100.13	96.42	3.71	3.8%	1.43	1.4%	65%	False	False	89,608
20	103.45	96.42	7.03	7.1%	1.49	1.5%	34%	False	False	74,819
40	103.45	93.67	9.78	9.9%	1.37	1.4%	53%	False	False	62,009
60	103.45	90.97	12.48	12.6%	1.34	1.4%	63%	False	False	54,857
80	103.45	90.97	12.48	12.6%	1.26	1.3%	63%	False	False	50,046
100	103.45	90.97	12.48	12.6%	1.24	1.3%	63%	False	False	47,061
120	103.45	90.97	12.48	12.6%	1.27	1.3%	63%	False	False	44,181

Crabel Price Patterns
NR	True
NR4	False
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	0.29
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.54
2.618	102.60
1.618	101.41
1.000	100.67
0.618	100.22
HIGH	99.48
0.618	99.03
0.500	98.89
0.382	98.74
LOW	98.29
0.618	97.55
1.000	97.10
1.618	96.36
2.618	95.17
4.250	93.23

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	98.89	98.68
PP	98.87	98.52
S1	98.85	98.37

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

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