NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	102.79	102.37	-0.42	-0.4%	104.34
High	103.69	102.69	-1.00	-1.0%	104.50
Low	102.34	101.60	-0.74	-0.7%	102.40
Close	102.64	102.48	-0.16	-0.2%	102.71
Range	1.35	1.09	-0.26	-19.3%	2.10
ATR	1.18	1.17	-0.01	-0.5%	0.00
Volume	208,540	200,402	-8,138	-3.9%	788,761

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.53	105.09	103.08
R3	104.44	104.00	102.78
R2	103.35	103.35	102.68
R1	102.91	102.91	102.58	103.13
PP	102.26	102.26	102.26	102.37
S1	101.82	101.82	102.38	102.04
S2	101.17	101.17	102.28
S3	100.08	100.73	102.18
S4	98.99	99.64	101.88

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	103.69	101.60	2.09	2.0%	1.10	1.1%	42%	False	True	179,585
10	104.50	101.60	2.90	2.8%	1.10	1.1%	30%	False	True	183,669
20	104.50	99.04	5.46	5.3%	1.12	1.1%	63%	False	False	176,252
40	104.50	98.10	6.40	6.2%	1.14	1.1%	68%	False	False	121,268
60	104.50	95.73	8.77	8.6%	1.19	1.2%	77%	False	False	92,585
80	104.50	95.73	8.77	8.6%	1.21	1.2%	77%	False	False	75,099
100	104.50	90.49	14.01	13.7%	1.19	1.2%	86%	False	False	62,805
120	104.50	90.40	14.10	13.8%	1.15	1.1%	86%	False	False	53,818

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.32
2.618	105.54
1.618	104.45
1.000	103.78
0.618	103.36
HIGH	102.69
0.618	102.27
0.500	102.15
0.382	102.02
LOW	101.60
0.618	100.93
1.000	100.51
1.618	99.84
2.618	98.75
4.250	96.97

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	102.37	102.65
PP	102.26	102.59
S1	102.15	102.54

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

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