NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	103.68	103.48	-0.20	-0.2%	102.10
High	104.23	103.99	-0.24	-0.2%	102.94
Low	103.12	103.41	0.29	0.3%	100.93
Close	103.49	103.62	0.13	0.1%	101.94
Range	1.11	0.58	-0.53	-47.7%	2.01
ATR	1.13	1.09	-0.04	-3.5%	0.00
Volume	130,931	93,222	-37,709	-28.8%	309,516

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.41	105.10	103.94
R3	104.83	104.52	103.78
R2	104.25	104.25	103.73
R1	103.94	103.94	103.67	104.10
PP	103.67	103.67	103.67	103.75
S1	103.36	103.36	103.57	103.52
S2	103.09	103.09	103.51
S3	102.51	102.78	103.46
S4	101.93	102.20	103.30

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.97	106.96	103.05
R3	105.96	104.95	102.49
R2	103.95	103.95	102.31
R1	102.94	102.94	102.12	102.44
PP	101.94	101.94	101.94	101.69
S1	100.93	100.93	101.76	100.43
S2	99.93	99.93	101.57
S3	97.92	98.92	101.39
S4	95.91	96.91	100.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.23	100.93	3.30	3.2%	1.07	1.0%	82%	False	False	95,801
10	104.23	100.93	3.30	3.2%	1.08	1.0%	82%	False	False	81,660
20	104.23	100.04	4.19	4.0%	1.02	1.0%	85%	False	False	68,688
40	104.23	97.30	6.93	6.7%	1.08	1.0%	91%	False	False	51,199
60	104.23	95.30	8.93	8.6%	1.10	1.1%	93%	False	False	40,513
80	104.23	95.06	9.17	8.8%	1.12	1.1%	93%	False	False	34,342
100	104.23	91.21	13.02	12.6%	1.09	1.0%	95%	False	False	28,883
120	104.23	89.73	14.50	14.0%	1.04	1.0%	96%	False	False	25,053

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	0.29
Narrowest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	106.46
2.618	105.51
1.618	104.93
1.000	104.57
0.618	104.35
HIGH	103.99
0.618	103.77
0.500	103.70
0.382	103.63
LOW	103.41
0.618	103.05
1.000	102.83
1.618	102.47
2.618	101.89
4.250	100.95

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	103.70	103.43
PP	103.67	103.25
S1	103.65	103.06

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

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