NYMEX Light Sweet Crude Oil Future September 2014

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

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	101.11	100.88	-0.23	-0.2%	102.28
High	101.68	101.22	-0.46	-0.5%	102.50
Low	100.54	100.62	0.08	0.1%	100.67
Close	100.89	101.07	0.18	0.2%	101.03
Range	1.14	0.60	-0.54	-47.4%	1.83
ATR	1.05	1.02	-0.03	-3.1%	0.00
Volume	30,564	38,052	7,488	24.5%	147,681

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.77	102.52	101.40
R3	102.17	101.92	101.24
R2	101.57	101.57	101.18
R1	101.32	101.32	101.13	101.45
PP	100.97	100.97	100.97	101.03
S1	100.72	100.72	101.02	100.85
S2	100.37	100.37	100.96
S3	99.77	100.12	100.91
S4	99.17	99.52	100.74

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.89	105.79	102.04
R3	105.06	103.96	101.53
R2	103.23	103.23	101.37
R1	102.13	102.13	101.20	101.77
PP	101.40	101.40	101.40	101.22
S1	100.30	100.30	100.86	99.94
S2	99.57	99.57	100.69
S3	97.74	98.47	100.53
S4	95.91	96.64	100.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.38	100.54	1.84	1.8%	1.06	1.0%	29%	False	False	36,086
10	102.50	99.85	2.65	2.6%	1.00	1.0%	46%	False	False	38,612
20	102.50	96.73	5.77	5.7%	0.96	0.9%	75%	False	False	35,083
40	102.50	96.43	6.07	6.0%	1.00	1.0%	76%	False	False	31,993
60	102.50	94.34	8.16	8.1%	1.04	1.0%	82%	False	False	27,629
80	102.50	93.20	9.30	9.2%	1.04	1.0%	85%	False	False	24,551
100	102.50	89.09	13.41	13.3%	1.02	1.0%	89%	False	False	21,955
120	102.50	89.09	13.41	13.3%	1.00	1.0%	89%	False	False	19,758

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	0.23
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	103.77
2.618	102.79
1.618	102.19
1.000	101.82
0.618	101.59
HIGH	101.22
0.618	100.99
0.500	100.92
0.382	100.85
LOW	100.62
0.618	100.25
1.000	100.02
1.618	99.65
2.618	99.05
4.250	98.07

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	101.02	101.11
PP	100.97	101.10
S1	100.92	101.08

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

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