NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	102.92	102.44	-0.48	-0.5%	104.34
High	103.35	102.86	-0.49	-0.5%	104.50
Low	102.10	102.23	0.13	0.1%	102.40
Close	102.47	102.66	0.19	0.2%	102.71
Range	1.25	0.63	-0.62	-49.6%	2.10
ATR	1.21	1.17	-0.04	-3.4%	0.00
Volume	159,042	160,208	1,166	0.7%	788,761

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.47	104.20	103.01
R3	103.84	103.57	102.83
R2	103.21	103.21	102.78
R1	102.94	102.94	102.72	103.08
PP	102.58	102.58	102.58	102.65
S1	102.31	102.31	102.60	102.45
S2	101.95	101.95	102.54
S3	101.32	101.68	102.49
S4	100.69	101.05	102.31

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.50	108.21	103.87
R3	107.40	106.11	103.29
R2	105.30	105.30	103.10
R1	104.01	104.01	102.90	103.61
PP	103.20	103.20	103.20	103.00
S1	101.91	101.91	102.52	101.51
S2	101.10	101.10	102.33
S3	99.00	99.81	102.13
S4	96.90	97.71	101.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.39	102.10	2.29	2.2%	1.22	1.2%	24%	False	False	186,724
10	104.50	101.69	2.81	2.7%	1.14	1.1%	35%	False	False	194,965
20	104.50	98.57	5.93	5.8%	1.11	1.1%	69%	False	False	165,232
40	104.50	98.10	6.40	6.2%	1.16	1.1%	71%	False	False	113,207
60	104.50	95.73	8.77	8.5%	1.21	1.2%	79%	False	False	86,709
80	104.50	94.67	9.83	9.6%	1.22	1.2%	81%	False	False	70,455
100	104.50	90.40	14.10	13.7%	1.19	1.2%	87%	False	False	59,103
120	104.50	90.40	14.10	13.7%	1.14	1.1%	87%	False	False	50,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	105.54
2.618	104.51
1.618	103.88
1.000	103.49
0.618	103.25
HIGH	102.86
0.618	102.62
0.500	102.55
0.382	102.47
LOW	102.23
0.618	101.84
1.000	101.60
1.618	101.21
2.618	100.58
4.250	99.55

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	102.62	102.83
PP	102.58	102.77
S1	102.55	102.72

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

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