NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	98.48	99.56	1.08	1.1%	97.57
High	99.91	100.39	0.48	0.5%	100.39
Low	98.35	99.51	1.16	1.2%	97.28
Close	99.61	99.96	0.35	0.4%	99.96
Range	1.56	0.88	-0.68	-43.6%	3.11
ATR	1.33	1.30	-0.03	-2.4%	0.00
Volume	34,126	36,027	1,901	5.6%	142,542

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.59	102.16	100.44
R3	101.71	101.28	100.20
R2	100.83	100.83	100.12
R1	100.40	100.40	100.04	100.62
PP	99.95	99.95	99.95	100.06
S1	99.52	99.52	99.88	99.74
S2	99.07	99.07	99.80
S3	98.19	98.64	99.72
S4	97.31	97.76	99.48

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.54	107.36	101.67
R3	105.43	104.25	100.82
R2	102.32	102.32	100.53
R1	101.14	101.14	100.25	101.73
PP	99.21	99.21	99.21	99.51
S1	98.03	98.03	99.67	98.62
S2	96.10	96.10	99.39
S3	92.99	94.92	99.10
S4	89.88	91.81	98.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.39	97.28	3.11	3.1%	1.19	1.2%	86%	True	False	28,508
10	100.39	95.73	4.66	4.7%	1.28	1.3%	91%	True	False	31,961
20	102.27	95.73	6.54	6.5%	1.39	1.4%	65%	False	False	33,098
40	102.27	92.85	9.42	9.4%	1.25	1.2%	75%	False	False	25,609
60	102.27	90.40	11.87	11.9%	1.23	1.2%	81%	False	False	21,363
80	102.27	90.40	11.87	11.9%	1.10	1.1%	81%	False	False	18,001
100	102.27	90.40	11.87	11.9%	1.07	1.1%	81%	False	False	15,590
120	102.27	90.40	11.87	11.9%	1.04	1.0%	81%	False	False	13,573

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	0.21
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	104.13
2.618	102.69
1.618	101.81
1.000	101.27
0.618	100.93
HIGH	100.39
0.618	100.05
0.500	99.95
0.382	99.85
LOW	99.51
0.618	98.97
1.000	98.63
1.618	98.09
2.618	97.21
4.250	95.77

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	99.96	99.65
PP	99.95	99.34
S1	99.95	99.03

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

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