NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 04-Jul-2014

Day Change Summary
	Previous	Current
	03-Jul-2014	04-Jul-2014	Change	Change %	Previous Week
Open	103.66	103.55	-0.11	-0.1%	105.02
High	103.70	103.60	-0.10	-0.1%	105.40
Low	103.14	103.14	0.00	0.0%	103.14
Close	103.51	103.28	-0.23	-0.2%	103.28
Range	0.56	0.46	-0.10	-17.9%	2.26
ATR	1.16	1.11	-0.05	-4.3%	0.00
Volume	71,346	90,795	19,449	27.3%	368,429

Daily Pivots for day following 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.72	104.46	103.53
R3	104.26	104.00	103.41
R2	103.80	103.80	103.36
R1	103.54	103.54	103.32	103.44
PP	103.34	103.34	103.34	103.29
S1	103.08	103.08	103.24	102.98
S2	102.88	102.88	103.20
S3	102.42	102.62	103.15
S4	101.96	102.16	103.03

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	110.72	109.26	104.52
R3	108.46	107.00	103.90
R2	106.20	106.20	103.69
R1	104.74	104.74	103.49	104.34
PP	103.94	103.94	103.94	103.74
S1	102.48	102.48	103.07	102.08
S2	101.68	101.68	102.87
S3	99.42	100.22	102.66
S4	97.16	97.96	102.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.40	103.14	2.26	2.2%	0.95	0.9%	6%	False	True	73,685
10	106.64	103.14	3.50	3.4%	1.17	1.1%	4%	False	True	69,989
20	106.64	101.01	5.63	5.5%	1.18	1.1%	40%	False	False	71,191
40	106.64	97.29	9.35	9.1%	1.08	1.0%	64%	False	False	54,167
60	106.64	96.43	10.21	9.9%	1.05	1.0%	67%	False	False	45,657
80	106.64	94.34	12.30	11.9%	1.06	1.0%	73%	False	False	39,396
100	106.64	94.34	12.30	11.9%	1.07	1.0%	73%	False	False	34,742
120	106.64	89.32	17.32	16.8%	1.05	1.0%	81%	False	False	30,823

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 131 trading days

Fibonacci Retracements and Extensions
4.250	105.56
2.618	104.80
1.618	104.34
1.000	104.06
0.618	103.88
HIGH	103.60
0.618	103.42
0.500	103.37
0.382	103.32
LOW	103.14
0.618	102.86
1.000	102.68
1.618	102.40
2.618	101.94
4.250	101.19

Fisher Pivots for day following 04-Jul-2014
Pivot	1 day	3 day
R1	103.37	104.02
PP	103.34	103.77
S1	103.31	103.53

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

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