NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	97.09	96.93	-0.16	-0.2%	97.31
High	97.50	98.50	1.00	1.0%	98.50
Low	96.37	96.61	0.24	0.2%	95.73
Close	97.15	97.75	0.60	0.6%	97.75
Range	1.13	1.89	0.76	67.3%	2.77
ATR	1.31	1.35	0.04	3.2%	0.00
Volume	42,163	41,236	-927	-2.2%	177,068

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.29	102.41	98.79
R3	101.40	100.52	98.27
R2	99.51	99.51	98.10
R1	98.63	98.63	97.92	99.07
PP	97.62	97.62	97.62	97.84
S1	96.74	96.74	97.58	97.18
S2	95.73	95.73	97.40
S3	93.84	94.85	97.23
S4	91.95	92.96	96.71

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.64	104.46	99.27
R3	102.87	101.69	98.51
R2	100.10	100.10	98.26
R1	98.92	98.92	98.00	99.51
PP	97.33	97.33	97.33	97.62
S1	96.15	96.15	97.50	96.74
S2	94.56	94.56	97.24
S3	91.79	93.38	96.99
S4	89.02	90.61	96.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.50	95.73	2.77	2.8%	1.37	1.4%	73%	True	False	35,413
10	100.30	95.73	4.57	4.7%	1.37	1.4%	44%	False	False	38,330
20	102.27	95.73	6.54	6.7%	1.38	1.4%	31%	False	False	30,378
40	102.27	92.85	9.42	9.6%	1.23	1.3%	52%	False	False	23,626
60	102.27	90.40	11.87	12.1%	1.18	1.2%	62%	False	False	19,490
80	102.27	90.40	11.87	12.1%	1.09	1.1%	62%	False	False	16,540
100	102.27	90.40	11.87	12.1%	1.05	1.1%	62%	False	False	14,394
120	102.27	90.40	11.87	12.1%	1.03	1.1%	62%	False	False	12,467

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	106.53
2.618	103.45
1.618	101.56
1.000	100.39
0.618	99.67
HIGH	98.50
0.618	97.78
0.500	97.56
0.382	97.33
LOW	96.61
0.618	95.44
1.000	94.72
1.618	93.55
2.618	91.66
4.250	88.58

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	97.69	97.65
PP	97.62	97.54
S1	97.56	97.44

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

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