NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 23-Dec-2013

Day Change Summary
	Previous	Current
	20-Dec-2013	23-Dec-2013	Change	Change %	Previous Week
Open	95.53	95.65	0.12	0.1%	94.54
High	95.94	95.98	0.04	0.0%	95.94
Low	95.37	95.63	0.26	0.3%	94.37
Close	95.94	95.88	-0.06	-0.1%	95.94
Range	0.57	0.35	-0.22	-38.6%	1.57
ATR	0.89	0.85	-0.04	-4.3%	0.00
Volume	11,260	8,539	-2,721	-24.2%	36,401

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.88	96.73	96.07
R3	96.53	96.38	95.98
R2	96.18	96.18	95.94
R1	96.03	96.03	95.91	96.11
PP	95.83	95.83	95.83	95.87
S1	95.68	95.68	95.85	95.76
S2	95.48	95.48	95.82
S3	95.13	95.33	95.78
S4	94.78	94.98	95.69

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	95.98	94.61	1.37	1.4%	0.65	0.7%	93%	True	False	7,449
10	96.60	94.37	2.23	2.3%	0.77	0.8%	68%	False	False	8,486
20	96.60	91.97	4.63	4.8%	0.82	0.9%	84%	False	False	7,688
40	96.60	91.97	4.63	4.8%	0.85	0.9%	84%	False	False	6,749
60	98.67	91.97	6.70	7.0%	0.88	0.9%	58%	False	False	5,443
80	98.67	91.97	6.70	7.0%	0.83	0.9%	58%	False	False	4,533
100	99.49	91.97	7.52	7.8%	0.80	0.8%	52%	False	False	4,025
120	99.49	91.97	7.52	7.8%	0.76	0.8%	52%	False	False	3,824

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	97.47
2.618	96.90
1.618	96.55
1.000	96.33
0.618	96.20
HIGH	95.98
0.618	95.85
0.500	95.81
0.382	95.76
LOW	95.63
0.618	95.41
1.000	95.28
1.618	95.06
2.618	94.71
4.250	94.14

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	95.86	95.72
PP	95.83	95.56
S1	95.81	95.40

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

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