NYMEX Light Sweet Crude Oil Future September 2014

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

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	104.66	103.66	-1.00	-1.0%	106.57
High	104.89	103.70	-1.19	-1.1%	106.64
Low	103.52	103.14	-0.38	-0.4%	104.31
Close	103.91	103.51	-0.40	-0.4%	105.04
Range	1.37	0.56	-0.81	-59.1%	2.33
ATR	1.20	1.16	-0.03	-2.5%	0.00
Volume	85,141	71,346	-13,795	-16.2%	331,468

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.13	104.88	103.82
R3	104.57	104.32	103.66
R2	104.01	104.01	103.61
R1	103.76	103.76	103.56	103.61
PP	103.45	103.45	103.45	103.37
S1	103.20	103.20	103.46	103.05
S2	102.89	102.89	103.41
S3	102.33	102.64	103.36
S4	101.77	102.08	103.20

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	105.45	103.14	2.31	2.2%	1.02	1.0%	16%	False	True	66,618
10	106.64	103.14	3.50	3.4%	1.22	1.2%	11%	False	True	70,193
20	106.64	100.69	5.95	5.7%	1.20	1.2%	47%	False	False	68,666
40	106.64	97.26	9.38	9.1%	1.09	1.0%	67%	False	False	52,815
60	106.64	96.43	10.21	9.9%	1.06	1.0%	69%	False	False	44,772
80	106.64	94.34	12.30	11.9%	1.07	1.0%	75%	False	False	38,522
100	106.64	94.34	12.30	11.9%	1.07	1.0%	75%	False	False	33,939
120	106.64	89.09	17.55	17.0%	1.05	1.0%	82%	False	False	30,188

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	0.25
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	106.08
2.618	105.17
1.618	104.61
1.000	104.26
0.618	104.05
HIGH	103.70
0.618	103.49
0.500	103.42
0.382	103.35
LOW	103.14
0.618	102.79
1.000	102.58
1.618	102.23
2.618	101.67
4.250	100.76

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	103.48	104.27
PP	103.45	104.02
S1	103.42	103.76

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

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