NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	95.05	95.53	0.48	0.5%	94.54
High	95.80	95.94	0.14	0.1%	95.94
Low	94.82	95.37	0.55	0.6%	94.37
Close	95.73	95.94	0.21	0.2%	95.94
Range	0.98	0.57	-0.41	-41.8%	1.57
ATR	0.92	0.89	-0.02	-2.7%	0.00
Volume	8,862	11,260	2,398	27.1%	36,401

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.46	97.27	96.25
R3	96.89	96.70	96.10
R2	96.32	96.32	96.04
R1	96.13	96.13	95.99	96.23
PP	95.75	95.75	95.75	95.80
S1	95.56	95.56	95.89	95.66
S2	95.18	95.18	95.84
S3	94.61	94.99	95.78
S4	94.04	94.42	95.63

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.13	99.60	96.80
R3	98.56	98.03	96.37
R2	96.99	96.99	96.23
R1	96.46	96.46	96.08	96.73
PP	95.42	95.42	95.42	95.55
S1	94.89	94.89	95.80	95.16
S2	93.85	93.85	95.65
S3	92.28	93.32	95.51
S4	90.71	91.75	95.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.94	94.37	1.57	1.6%	0.80	0.8%	100%	True	False	7,280
10	96.60	94.37	2.23	2.3%	0.80	0.8%	70%	False	False	8,307
20	96.60	91.97	4.63	4.8%	0.86	0.9%	86%	False	False	7,623
40	96.60	91.97	4.63	4.8%	0.86	0.9%	86%	False	False	6,632
60	98.67	91.97	6.70	7.0%	0.89	0.9%	59%	False	False	5,316
80	98.67	91.97	6.70	7.0%	0.84	0.9%	59%	False	False	4,462
100	99.49	91.97	7.52	7.8%	0.80	0.8%	53%	False	False	3,958
120	99.49	91.97	7.52	7.8%	0.76	0.8%	53%	False	False	3,798

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.13
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	98.36
2.618	97.43
1.618	96.86
1.000	96.51
0.618	96.29
HIGH	95.94
0.618	95.72
0.500	95.66
0.382	95.59
LOW	95.37
0.618	95.02
1.000	94.80
1.618	94.45
2.618	93.88
4.250	92.95

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	95.85	95.72
PP	95.75	95.50
S1	95.66	95.28

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

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