NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	100.64	100.90	0.26	0.3%	101.11
High	101.10	101.46	0.36	0.4%	101.98
Low	100.08	100.69	0.61	0.6%	100.08
Close	100.95	101.05	0.10	0.1%	101.05
Range	1.02	0.77	-0.25	-24.5%	1.90
ATR	1.03	1.02	-0.02	-1.8%	0.00
Volume	44,706	40,309	-4,397	-9.8%	188,445

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.38	102.98	101.47
R3	102.61	102.21	101.26
R2	101.84	101.84	101.19
R1	101.44	101.44	101.12	101.64
PP	101.07	101.07	101.07	101.17
S1	100.67	100.67	100.98	100.87
S2	100.30	100.30	100.91
S3	99.53	99.90	100.84
S4	98.76	99.13	100.63

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.74	105.79	102.10
R3	104.84	103.89	101.57
R2	102.94	102.94	101.40
R1	101.99	101.99	101.22	101.52
PP	101.04	101.04	101.04	100.80
S1	100.09	100.09	100.88	99.62
S2	99.14	99.14	100.70
S3	97.24	98.19	100.53
S4	95.34	96.29	100.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.98	100.08	1.90	1.9%	0.95	0.9%	51%	False	False	37,689
10	102.50	100.08	2.42	2.4%	0.99	1.0%	40%	False	False	37,899
20	102.50	97.29	5.21	5.2%	0.97	1.0%	72%	False	False	37,144
40	102.50	96.43	6.07	6.0%	0.98	1.0%	76%	False	False	32,890
60	102.50	94.34	8.16	8.1%	1.02	1.0%	82%	False	False	28,798
80	102.50	94.34	8.16	8.1%	1.04	1.0%	82%	False	False	25,630
100	102.50	89.32	13.18	13.0%	1.02	1.0%	89%	False	False	22,749
120	102.50	89.09	13.41	13.3%	1.01	1.0%	89%	False	False	20,414

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	0.31
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.73
2.618	103.48
1.618	102.71
1.000	102.23
0.618	101.94
HIGH	101.46
0.618	101.17
0.500	101.08
0.382	100.98
LOW	100.69
0.618	100.21
1.000	99.92
1.618	99.44
2.618	98.67
4.250	97.42

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	101.08	101.04
PP	101.07	101.04
S1	101.06	101.03

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

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