NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	96.63	97.76	1.13	1.2%	95.90
High	97.90	98.32	0.42	0.4%	98.32
Low	96.54	97.75	1.21	1.3%	95.54
Close	97.68	97.99	0.31	0.3%	97.99
Range	1.36	0.57	-0.79	-58.1%	2.78
ATR	1.16	1.12	-0.04	-3.2%	0.00
Volume	13,117	24,067	10,950	83.5%	86,923

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.73	99.43	98.30
R3	99.16	98.86	98.15
R2	98.59	98.59	98.09
R1	98.29	98.29	98.04	98.44
PP	98.02	98.02	98.02	98.10
S1	97.72	97.72	97.94	97.87
S2	97.45	97.45	97.89
S3	96.88	97.15	97.83
S4	96.31	96.58	97.68

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.62	104.59	99.52
R3	102.84	101.81	98.75
R2	100.06	100.06	98.50
R1	99.03	99.03	98.24	99.55
PP	97.28	97.28	97.28	97.54
S1	96.25	96.25	97.74	96.77
S2	94.50	94.50	97.48
S3	91.72	93.47	97.23
S4	88.94	90.69	96.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.32	95.54	2.78	2.8%	0.97	1.0%	88%	True	False	17,384
10	98.32	94.34	3.98	4.1%	1.08	1.1%	92%	True	False	18,367
20	99.93	94.34	5.59	5.7%	1.16	1.2%	65%	False	False	19,948
40	99.93	91.15	8.78	9.0%	1.06	1.1%	78%	False	False	16,260
60	99.93	89.09	10.84	11.1%	1.06	1.1%	82%	False	False	14,671

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.16
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	100.74
2.618	99.81
1.618	99.24
1.000	98.89
0.618	98.67
HIGH	98.32
0.618	98.10
0.500	98.04
0.382	97.97
LOW	97.75
0.618	97.40
1.000	97.18
1.618	96.83
2.618	96.26
4.250	95.33

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	98.04	97.71
PP	98.02	97.43
S1	98.01	97.15

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

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