NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	98.52	99.55	1.03	1.0%	98.09
High	99.68	100.89	1.21	1.2%	99.45
Low	98.50	99.28	0.78	0.8%	96.42
Close	99.53	100.53	1.00	1.0%	98.65
Range	1.18	1.61	0.43	36.4%	3.03
ATR	1.43	1.44	0.01	0.9%	0.00
Volume	75,585	94,281	18,696	24.7%	432,766

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.06	104.41	101.42
R3	103.45	102.80	100.97
R2	101.84	101.84	100.83
R1	101.19	101.19	100.68	101.52
PP	100.23	100.23	100.23	100.40
S1	99.58	99.58	100.38	99.91
S2	98.62	98.62	100.23
S3	97.01	97.97	100.09
S4	95.40	96.36	99.64

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	100.89	97.45	3.44	3.4%	1.47	1.5%	90%	True	False	76,815
10	100.89	96.42	4.47	4.4%	1.40	1.4%	92%	True	False	80,856
20	103.45	96.42	7.03	7.0%	1.52	1.5%	58%	False	False	79,438
40	103.45	93.73	9.72	9.7%	1.37	1.4%	70%	False	False	64,242
60	103.45	90.97	12.48	12.4%	1.36	1.4%	77%	False	False	57,684
80	103.45	90.97	12.48	12.4%	1.27	1.3%	77%	False	False	51,655
100	103.45	90.97	12.48	12.4%	1.26	1.3%	77%	False	False	48,202
120	103.45	90.97	12.48	12.4%	1.27	1.3%	77%	False	False	45,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107.73
2.618	105.10
1.618	103.49
1.000	102.50
0.618	101.88
HIGH	100.89
0.618	100.27
0.500	100.09
0.382	99.90
LOW	99.28
0.618	98.29
1.000	97.67
1.618	96.68
2.618	95.07
4.250	92.44

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	100.38	100.19
PP	100.23	99.85
S1	100.09	99.52

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

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