NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	88.40	88.01	-0.39	-0.4%	93.30
High	88.40	89.26	0.86	1.0%	93.59
Low	88.40	88.01	-0.39	-0.4%	88.40
Close	88.40	89.26	0.86	1.0%	88.40
Range	0.00	1.25	1.25		5.19
ATR	0.97	0.99	0.02	2.0%	0.00
Volume	2,766	2,513	-253	-9.1%	10,925

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	92.59	92.18	89.95
R3	91.34	90.93	89.60
R2	90.09	90.09	89.49
R1	89.68	89.68	89.37	89.89
PP	88.84	88.84	88.84	88.95
S1	88.43	88.43	89.15	88.64
S2	87.59	87.59	89.03
S3	86.34	87.18	88.92
S4	85.09	85.93	88.57

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.70	102.24	91.25
R3	100.51	97.05	89.83
R2	95.32	95.32	89.35
R1	91.86	91.86	88.88	91.00
PP	90.13	90.13	90.13	89.70
S1	86.67	86.67	87.92	85.81
S2	84.94	84.94	87.45
S3	79.75	81.48	86.97
S4	74.56	76.29	85.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.59	88.01	5.58	6.3%	0.37	0.4%	22%	False	True	2,131
10	93.59	88.01	5.58	6.3%	0.28	0.3%	22%	False	True	2,683
20	93.59	88.01	5.58	6.3%	0.36	0.4%	22%	False	True	3,616
40	93.59	87.56	6.03	6.8%	0.35	0.4%	28%	False	False	2,247
60	93.59	84.98	8.61	9.6%	0.23	0.3%	50%	False	False	1,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	94.57
2.618	92.53
1.618	91.28
1.000	90.51
0.618	90.03
HIGH	89.26
0.618	88.78
0.500	88.64
0.382	88.49
LOW	88.01
0.618	87.24
1.000	86.76
1.618	85.99
2.618	84.74
4.250	82.70

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	89.05	89.17
PP	88.84	89.08
S1	88.64	89.00

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

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