NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	96.04	96.70	0.66	0.7%	96.67
High	97.60	97.58	-0.02	0.0%	97.60
Low	95.79	96.53	0.74	0.8%	95.06
Close	96.83	97.01	0.18	0.2%	96.83
Range	1.81	1.05	-0.76	-42.0%	2.54
ATR	1.24	1.22	-0.01	-1.1%	0.00
Volume	20,799	10,411	-10,388	-49.9%	92,415

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.19	99.65	97.59
R3	99.14	98.60	97.30
R2	98.09	98.09	97.20
R1	97.55	97.55	97.11	97.82
PP	97.04	97.04	97.04	97.18
S1	96.50	96.50	96.91	96.77
S2	95.99	95.99	96.82
S3	94.94	95.45	96.72
S4	93.89	94.40	96.43

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.12	103.01	98.23
R3	101.58	100.47	97.53
R2	99.04	99.04	97.30
R1	97.93	97.93	97.06	98.49
PP	96.50	96.50	96.50	96.77
S1	95.39	95.39	96.60	95.95
S2	93.96	93.96	96.36
S3	91.42	92.85	96.13
S4	88.88	90.31	95.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.60	95.30	2.30	2.4%	1.14	1.2%	74%	False	False	18,112
10	98.26	95.06	3.20	3.3%	1.21	1.3%	61%	False	False	21,463
20	101.12	95.06	6.06	6.2%	1.20	1.2%	32%	False	False	17,902
40	101.12	92.02	9.10	9.4%	1.09	1.1%	55%	False	False	12,836
60	101.12	89.73	11.39	11.7%	1.04	1.1%	64%	False	False	10,695
80	101.12	89.73	11.39	11.7%	0.95	1.0%	64%	False	False	9,316

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.04
2.618	100.33
1.618	99.28
1.000	98.63
0.618	98.23
HIGH	97.58
0.618	97.18
0.500	97.06
0.382	96.93
LOW	96.53
0.618	95.88
1.000	95.48
1.618	94.83
2.618	93.78
4.250	92.07

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	97.06	96.86
PP	97.04	96.70
S1	97.03	96.55

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

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