NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	105.95	104.85	-1.10	-1.0%	106.57
High	105.99	105.45	-0.54	-0.5%	106.64
Low	104.31	104.64	0.33	0.3%	104.31
Close	105.11	105.04	-0.07	-0.1%	105.04
Range	1.68	0.81	-0.87	-51.8%	2.33
ATR	1.21	1.18	-0.03	-2.4%	0.00
Volume	93,469	55,459	-38,010	-40.7%	331,468

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.47	107.07	105.49
R3	106.66	106.26	105.26
R2	105.85	105.85	105.19
R1	105.45	105.45	105.11	105.65
PP	105.04	105.04	105.04	105.15
S1	104.64	104.64	104.97	104.84
S2	104.23	104.23	104.89
S3	103.42	103.83	104.82
S4	102.61	103.02	104.59

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	112.32	111.01	106.32
R3	109.99	108.68	105.68
R2	107.66	107.66	105.47
R1	106.35	106.35	105.25	105.84
PP	105.33	105.33	105.33	105.08
S1	104.02	104.02	104.83	103.51
S2	103.00	103.00	104.61
S3	100.67	101.69	104.40
S4	98.34	99.36	103.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.64	104.31	2.33	2.2%	1.39	1.3%	31%	False	False	66,293
10	106.64	104.31	2.33	2.2%	1.19	1.1%	31%	False	False	70,614
20	106.64	100.08	6.56	6.2%	1.18	1.1%	76%	False	False	62,191
40	106.64	96.43	10.21	9.7%	1.08	1.0%	84%	False	False	48,378
60	106.64	95.75	10.89	10.4%	1.07	1.0%	85%	False	False	41,481
80	106.64	94.34	12.30	11.7%	1.08	1.0%	87%	False	False	36,038
100	106.64	92.13	14.51	13.8%	1.07	1.0%	89%	False	False	31,604
120	106.64	89.09	17.55	16.7%	1.05	1.0%	91%	False	False	28,294

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	0.31
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	108.89
2.618	107.57
1.618	106.76
1.000	106.26
0.618	105.95
HIGH	105.45
0.618	105.14
0.500	105.05
0.382	104.95
LOW	104.64
0.618	104.14
1.000	103.83
1.618	103.33
2.618	102.52
4.250	101.20

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	105.05	105.48
PP	105.04	105.33
S1	105.04	105.19

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

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