NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	97.29	98.20	0.91	0.9%	97.73
High	98.00	99.93	1.93	2.0%	98.63
Low	97.23	98.20	0.97	1.0%	96.79
Close	97.91	99.69	1.78	1.8%	97.91
Range	0.77	1.73	0.96	124.7%	1.84
ATR	0.96	1.04	0.08	7.8%	0.00
Volume	11,407	8,944	-2,463	-21.6%	62,521

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.46	103.81	100.64
R3	102.73	102.08	100.17
R2	101.00	101.00	100.01
R1	100.35	100.35	99.85	100.68
PP	99.27	99.27	99.27	99.44
S1	98.62	98.62	99.53	98.95
S2	97.54	97.54	99.37
S3	95.81	96.89	99.21
S4	94.08	95.16	98.74

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.30	102.44	98.92
R3	101.46	100.60	98.42
R2	99.62	99.62	98.25
R1	98.76	98.76	98.08	99.19
PP	97.78	97.78	97.78	97.99
S1	96.92	96.92	97.74	97.35
S2	95.94	95.94	97.57
S3	94.10	95.08	97.40
S4	92.26	93.24	96.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.93	96.79	3.14	3.1%	1.03	1.0%	92%	True	False	11,099
10	99.93	96.25	3.68	3.7%	1.00	1.0%	93%	True	False	13,460
20	99.93	91.15	8.78	8.8%	0.99	1.0%	97%	True	False	12,541
40	99.93	89.09	10.84	10.9%	0.99	1.0%	98%	True	False	12,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	107.28
2.618	104.46
1.618	102.73
1.000	101.66
0.618	101.00
HIGH	99.93
0.618	99.27
0.500	99.07
0.382	98.86
LOW	98.20
0.618	97.13
1.000	96.47
1.618	95.40
2.618	93.67
4.250	90.85

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	99.48	99.30
PP	99.27	98.91
S1	99.07	98.53

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

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