NYMEX Light Sweet Crude Oil Future August 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	100.93	100.21	-0.72	-0.7%	103.75
High	101.06	101.60	0.54	0.5%	104.20
Low	99.01	100.07	1.06	1.1%	100.44
Close	99.96	101.20	1.24	1.2%	100.83
Range	2.05	1.53	-0.52	-25.4%	3.76
ATR	1.38	1.40	0.02	1.3%	0.00
Volume	331,196	240,202	-90,994	-27.5%	1,200,241

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.55	104.90	102.04
R3	104.02	103.37	101.62
R2	102.49	102.49	101.48
R1	101.84	101.84	101.34	102.17
PP	100.96	100.96	100.96	101.12
S1	100.31	100.31	101.06	100.64
S2	99.43	99.43	100.92
S3	97.90	98.78	100.78
S4	96.37	97.25	100.36

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	103.00	99.01	3.99	3.9%	1.70	1.7%	55%	False	False	266,939
10	105.53	99.01	6.52	6.4%	1.44	1.4%	34%	False	False	243,431
20	107.50	99.01	8.49	8.4%	1.40	1.4%	26%	False	False	227,804
40	107.50	99.01	8.49	8.4%	1.28	1.3%	26%	False	False	159,713
60	107.50	97.30	10.20	10.1%	1.21	1.2%	38%	False	False	119,309
80	107.50	96.40	11.10	11.0%	1.19	1.2%	43%	False	False	94,451
100	107.50	95.06	12.44	12.3%	1.19	1.2%	49%	False	False	79,123
120	107.50	92.02	15.48	15.3%	1.15	1.1%	59%	False	False	67,260

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.10
2.618	105.61
1.618	104.08
1.000	103.13
0.618	102.55
HIGH	101.60
0.618	101.02
0.500	100.84
0.382	100.65
LOW	100.07
0.618	99.12
1.000	98.54
1.618	97.59
2.618	96.06
4.250	93.57

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	101.08	100.90
PP	100.96	100.60
S1	100.84	100.31

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

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