NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	99.73	100.80	1.07	1.1%	103.30
High	100.92	102.91	1.99	2.0%	103.63
Low	99.60	100.61	1.01	1.0%	99.91
Close	100.60	102.20	1.60	1.6%	100.30
Range	1.32	2.30	0.98	74.2%	3.72
ATR	1.30	1.37	0.07	5.6%	0.00
Volume	161,599	256,902	95,303	59.0%	561,549

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.81	107.80	103.47
R3	106.51	105.50	102.83
R2	104.21	104.21	102.62
R1	103.20	103.20	102.41	103.71
PP	101.91	101.91	101.91	102.16
S1	100.90	100.90	101.99	101.41
S2	99.61	99.61	101.78
S3	97.31	98.60	101.57
S4	95.01	96.30	100.94

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	112.44	110.09	102.35
R3	108.72	106.37	101.32
R2	105.00	105.00	100.98
R1	102.65	102.65	100.64	101.97
PP	101.28	101.28	101.28	100.94
S1	98.93	98.93	99.96	98.25
S2	97.56	97.56	99.62
S3	93.84	95.21	99.28
S4	90.12	91.49	98.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.91	98.68	4.23	4.1%	1.82	1.8%	83%	True	False	179,286
10	103.63	98.68	4.95	4.8%	1.46	1.4%	71%	False	False	142,602
20	106.64	98.68	7.96	7.8%	1.34	1.3%	44%	False	False	106,398
40	106.64	98.68	7.96	7.8%	1.20	1.2%	44%	False	False	79,736
60	106.64	96.43	10.21	10.0%	1.14	1.1%	57%	False	False	63,674
80	106.64	95.51	11.13	10.9%	1.12	1.1%	60%	False	False	53,791
100	106.64	94.34	12.30	12.0%	1.12	1.1%	64%	False	False	46,788
120	106.64	91.15	15.49	15.2%	1.10	1.1%	71%	False	False	41,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.19
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112.69
2.618	108.93
1.618	106.63
1.000	105.21
0.618	104.33
HIGH	102.91
0.618	102.03
0.500	101.76
0.382	101.49
LOW	100.61
0.618	99.19
1.000	98.31
1.618	96.89
2.618	94.59
4.250	90.84

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	102.05	101.73
PP	101.91	101.26
S1	101.76	100.80

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

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