NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	101.05	102.65	1.60	1.6%	101.11
High	102.67	103.18	0.51	0.5%	101.98
Low	101.01	102.11	1.10	1.1%	100.08
Close	102.60	102.49	-0.11	-0.1%	101.05
Range	1.66	1.07	-0.59	-35.5%	1.90
ATR	1.06	1.06	0.00	0.1%	0.00
Volume	46,077	77,955	31,878	69.2%	188,445

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.80	105.22	103.08
R3	104.73	104.15	102.78
R2	103.66	103.66	102.69
R1	103.08	103.08	102.59	102.84
PP	102.59	102.59	102.59	102.47
S1	102.01	102.01	102.39	101.77
S2	101.52	101.52	102.29
S3	100.45	100.94	102.20
S4	99.38	99.87	101.90

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	103.18	100.08	3.10	3.0%	1.15	1.1%	78%	True	False	48,772
10	103.18	100.08	3.10	3.0%	1.11	1.1%	78%	True	False	42,429
20	103.18	98.00	5.18	5.1%	1.00	1.0%	87%	True	False	40,437
40	103.18	96.43	6.75	6.6%	1.02	1.0%	90%	True	False	34,438
60	103.18	94.34	8.84	8.6%	1.04	1.0%	92%	True	False	29,913
80	103.18	94.34	8.84	8.6%	1.05	1.0%	92%	True	False	26,819
100	103.18	90.21	12.97	12.7%	1.03	1.0%	95%	True	False	23,730
120	103.18	89.09	14.09	13.7%	1.01	1.0%	95%	True	False	21,293

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.73
2.618	105.98
1.618	104.91
1.000	104.25
0.618	103.84
HIGH	103.18
0.618	102.77
0.500	102.65
0.382	102.52
LOW	102.11
0.618	101.45
1.000	101.04
1.618	100.38
2.618	99.31
4.250	97.56

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	102.65	102.31
PP	102.59	102.12
S1	102.54	101.94

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

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