NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	101.96	103.20	1.24	1.2%	100.05
High	103.34	103.31	-0.03	0.0%	102.98
Low	101.79	101.88	0.09	0.1%	98.68
Close	103.12	102.07	-1.05	-1.0%	101.95
Range	1.55	1.43	-0.12	-7.7%	4.30
ATR	1.40	1.40	0.00	0.2%	0.00
Volume	260,652	194,404	-66,248	-25.4%	991,432

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.71	105.82	102.86
R3	105.28	104.39	102.46
R2	103.85	103.85	102.33
R1	102.96	102.96	102.20	102.69
PP	102.42	102.42	102.42	102.29
S1	101.53	101.53	101.94	101.26
S2	100.99	100.99	101.81
S3	99.56	100.10	101.68
S4	98.13	98.67	101.28

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	101.48	1.97	1.9%	1.47	1.4%	30%	False	False	247,565
10	103.45	98.68	4.77	4.7%	1.64	1.6%	71%	False	False	213,425
20	105.45	98.68	6.77	6.6%	1.35	1.3%	50%	False	False	149,847
40	106.64	98.68	7.96	7.8%	1.27	1.2%	43%	False	False	105,552
60	106.64	96.43	10.21	10.0%	1.17	1.1%	55%	False	False	81,833
80	106.64	95.51	11.13	10.9%	1.14	1.1%	59%	False	False	68,163
100	106.64	94.34	12.30	12.1%	1.15	1.1%	63%	False	False	58,414
120	106.64	91.49	15.15	14.8%	1.12	1.1%	70%	False	False	50,954

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	109.39
2.618	107.05
1.618	105.62
1.000	104.74
0.618	104.19
HIGH	103.31
0.618	102.76
0.500	102.60
0.382	102.43
LOW	101.88
0.618	101.00
1.000	100.45
1.618	99.57
2.618	98.14
4.250	95.80

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	102.60	102.62
PP	102.42	102.44
S1	102.25	102.25

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

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