NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 26-Mar-2014

Day Change Summary
	Previous	Current
	25-Mar-2014	26-Mar-2014	Change	Change %	Previous Week
Open	98.63	98.52	-0.11	-0.1%	98.09
High	99.50	99.68	0.18	0.2%	99.45
Low	98.14	98.50	0.36	0.4%	96.42
Close	98.53	99.53	1.00	1.0%	98.65
Range	1.36	1.18	-0.18	-13.2%	3.03
ATR	1.45	1.43	-0.02	-1.3%	0.00
Volume	47,851	75,585	27,734	58.0%	432,766

Daily Pivots for day following 26-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.78	102.33	100.18
R3	101.60	101.15	99.85
R2	100.42	100.42	99.75
R1	99.97	99.97	99.64	100.20
PP	99.24	99.24	99.24	99.35
S1	98.79	98.79	99.42	99.02
S2	98.06	98.06	99.31
S3	96.88	97.61	99.21
S4	95.70	96.43	98.88

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	99.68	97.26	2.42	2.4%	1.39	1.4%	94%	True	False	79,745
10	99.68	96.42	3.26	3.3%	1.32	1.3%	95%	True	False	86,760
20	103.45	96.42	7.03	7.1%	1.49	1.5%	44%	False	False	77,171
40	103.45	93.73	9.72	9.8%	1.36	1.4%	60%	False	False	62,967
60	103.45	90.97	12.48	12.5%	1.35	1.4%	69%	False	False	56,516
80	103.45	90.97	12.48	12.5%	1.26	1.3%	69%	False	False	50,848
100	103.45	90.97	12.48	12.5%	1.26	1.3%	69%	False	False	47,749
120	103.45	90.97	12.48	12.5%	1.26	1.3%	69%	False	False	44,930

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	104.70
2.618	102.77
1.618	101.59
1.000	100.86
0.618	100.41
HIGH	99.68
0.618	99.23
0.500	99.09
0.382	98.95
LOW	98.50
0.618	97.77
1.000	97.32
1.618	96.59
2.618	95.41
4.250	93.49

Fisher Pivots for day following 26-Mar-2014
Pivot	1 day	3 day
R1	99.38	99.32
PP	99.24	99.12
S1	99.09	98.91

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

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