NYMEX Light Sweet Crude Oil Future July 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	97.66	98.48	0.82	0.8%	97.31
High	98.76	99.91	1.15	1.2%	98.50
Low	97.66	98.35	0.69	0.7%	95.73
Close	98.63	99.61	0.98	1.0%	97.75
Range	1.10	1.56	0.46	41.8%	2.77
ATR	1.31	1.33	0.02	1.3%	0.00
Volume	26,766	34,126	7,360	27.5%	177,068

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.97	103.35	100.47
R3	102.41	101.79	100.04
R2	100.85	100.85	99.90
R1	100.23	100.23	99.75	100.54
PP	99.29	99.29	99.29	99.45
S1	98.67	98.67	99.47	98.98
S2	97.73	97.73	99.32
S3	96.17	97.11	99.18
S4	94.61	95.55	98.75

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	99.91	96.61	3.30	3.3%	1.39	1.4%	91%	True	False	29,550
10	99.91	95.73	4.18	4.2%	1.30	1.3%	93%	True	False	32,902
20	102.27	95.73	6.54	6.6%	1.39	1.4%	59%	False	False	32,391
40	102.27	92.85	9.42	9.5%	1.25	1.3%	72%	False	False	25,020
60	102.27	90.40	11.87	11.9%	1.22	1.2%	78%	False	False	20,865
80	102.27	90.40	11.87	11.9%	1.10	1.1%	78%	False	False	17,576
100	102.27	90.40	11.87	11.9%	1.07	1.1%	78%	False	False	15,296
120	102.27	90.40	11.87	11.9%	1.04	1.0%	78%	False	False	13,283

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	0.22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.54
2.618	103.99
1.618	102.43
1.000	101.47
0.618	100.87
HIGH	99.91
0.618	99.31
0.500	99.13
0.382	98.95
LOW	98.35
0.618	97.39
1.000	96.79
1.618	95.83
2.618	94.27
4.250	91.72

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	99.45	99.27
PP	99.29	98.93
S1	99.13	98.60

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

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