NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	101.86	102.77	0.91	0.9%	100.05
High	102.97	103.45	0.48	0.5%	102.98
Low	101.48	101.90	0.42	0.4%	98.68
Close	102.86	102.39	-0.47	-0.5%	101.95
Range	1.49	1.55	0.06	4.0%	4.30
ATR	1.38	1.39	0.01	0.9%	0.00
Volume	312,630	252,395	-60,235	-19.3%	991,432

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.23	106.36	103.24
R3	105.68	104.81	102.82
R2	104.13	104.13	102.67
R1	103.26	103.26	102.53	102.92
PP	102.58	102.58	102.58	102.41
S1	101.71	101.71	102.25	101.37
S2	101.03	101.03	102.11
S3	99.48	100.16	101.96
S4	97.93	98.61	101.54

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	114.10	112.33	104.32
R3	109.80	108.03	103.13
R2	105.50	105.50	102.74
R1	103.73	103.73	102.34	104.62
PP	101.20	101.20	101.20	101.65
S1	99.43	99.43	101.56	100.32
S2	96.90	96.90	101.16
S3	92.60	95.13	100.77
S4	88.30	90.83	99.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.45	99.60	3.85	3.8%	1.60	1.6%	72%	True	False	240,254
10	103.45	98.68	4.77	4.7%	1.65	1.6%	78%	True	False	192,481
20	106.64	98.68	7.96	7.8%	1.38	1.3%	47%	False	False	134,395
40	106.64	98.68	7.96	7.8%	1.26	1.2%	47%	False	False	96,052
60	106.64	96.43	10.21	10.0%	1.16	1.1%	58%	False	False	75,120
80	106.64	95.51	11.13	10.9%	1.14	1.1%	62%	False	False	62,861
100	106.64	94.34	12.30	12.0%	1.14	1.1%	65%	False	False	54,278
120	106.64	91.15	15.49	15.1%	1.11	1.1%	73%	False	False	47,327

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110.04
2.618	107.51
1.618	105.96
1.000	105.00
0.618	104.41
HIGH	103.45
0.618	102.86
0.500	102.68
0.382	102.49
LOW	101.90
0.618	100.94
1.000	100.35
1.618	99.39
2.618	97.84
4.250	95.31

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	102.68	102.47
PP	102.58	102.44
S1	102.49	102.42

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

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