NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	100.46	100.93	0.47	0.5%	103.75
High	101.20	101.06	-0.14	-0.1%	104.20
Low	100.22	99.01	-1.21	-1.2%	100.44
Close	100.91	99.96	-0.95	-0.9%	100.83
Range	0.98	2.05	1.07	109.2%	3.76
ATR	1.33	1.38	0.05	3.8%	0.00
Volume	252,675	331,196	78,521	31.1%	1,200,241

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.16	105.11	101.09
R3	104.11	103.06	100.52
R2	102.06	102.06	100.34
R1	101.01	101.01	100.15	100.51
PP	100.01	100.01	100.01	99.76
S1	98.96	98.96	99.77	98.46
S2	97.96	97.96	99.58
S3	95.91	96.91	99.40
S4	93.86	94.86	98.83

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	113.10	110.73	102.90
R3	109.34	106.97	101.86
R2	105.58	105.58	101.52
R1	103.21	103.21	101.17	102.52
PP	101.82	101.82	101.82	101.48
S1	99.45	99.45	100.49	98.76
S2	98.06	98.06	100.14
S3	94.30	95.69	99.80
S4	90.54	91.93	98.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.60	99.01	4.59	4.6%	1.74	1.7%	21%	False	True	269,096
10	106.09	99.01	7.08	7.1%	1.43	1.4%	13%	False	True	241,580
20	107.50	99.01	8.49	8.5%	1.38	1.4%	11%	False	True	225,979
40	107.50	99.01	8.49	8.5%	1.26	1.3%	11%	False	True	154,714
60	107.50	97.30	10.20	10.2%	1.20	1.2%	26%	False	False	115,682
80	107.50	95.79	11.71	11.7%	1.19	1.2%	36%	False	False	91,708
100	107.50	95.06	12.44	12.4%	1.19	1.2%	39%	False	False	76,810
120	107.50	92.02	15.48	15.5%	1.15	1.1%	51%	False	False	65,338

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.77
2.618	106.43
1.618	104.38
1.000	103.11
0.618	102.33
HIGH	101.06
0.618	100.28
0.500	100.04
0.382	99.79
LOW	99.01
0.618	97.74
1.000	96.96
1.618	95.69
2.618	93.64
4.250	90.30

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	100.04	100.97
PP	100.01	100.63
S1	99.99	100.30

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

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