NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 25-Jul-2014

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	103.20	102.04	-1.16	-1.1%	101.86
High	103.31	102.53	-0.78	-0.8%	103.45
Low	101.88	101.00	-0.88	-0.9%	101.00
Close	102.07	102.09	0.02	0.0%	102.09
Range	1.43	1.53	0.10	7.0%	2.45
ATR	1.40	1.41	0.01	0.6%	0.00
Volume	194,404	284,919	90,515	46.6%	1,305,000

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.46	105.81	102.93
R3	104.93	104.28	102.51
R2	103.40	103.40	102.37
R1	102.75	102.75	102.23	103.08
PP	101.87	101.87	101.87	102.04
S1	101.22	101.22	101.95	101.55
S2	100.34	100.34	101.81
S3	98.81	99.69	101.67
S4	97.28	98.16	101.25

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.53	108.26	103.44
R3	107.08	105.81	102.76
R2	104.63	104.63	102.54
R1	103.36	103.36	102.31	104.00
PP	102.18	102.18	102.18	102.50
S1	100.91	100.91	101.87	101.55
S2	99.73	99.73	101.64
S3	97.28	98.46	101.42
S4	94.83	96.01	100.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.45	101.00	2.45	2.4%	1.51	1.5%	44%	False	True	261,000
10	103.45	98.68	4.77	4.7%	1.55	1.5%	71%	False	False	229,643
20	105.40	98.68	6.72	6.6%	1.39	1.4%	51%	False	False	161,320
40	106.64	98.68	7.96	7.8%	1.29	1.3%	43%	False	False	111,756
60	106.64	96.43	10.21	10.0%	1.18	1.2%	55%	False	False	86,025
80	106.64	95.75	10.89	10.7%	1.15	1.1%	58%	False	False	71,440
100	106.64	94.34	12.30	12.0%	1.14	1.1%	63%	False	False	61,094
120	106.64	92.13	14.51	14.2%	1.13	1.1%	69%	False	False	53,224

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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.03
2.618	106.54
1.618	105.01
1.000	104.06
0.618	103.48
HIGH	102.53
0.618	101.95
0.500	101.77
0.382	101.58
LOW	101.00
0.618	100.05
1.000	99.47
1.618	98.52
2.618	96.99
4.250	94.50

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	101.98	102.17
PP	101.87	102.14
S1	101.77	102.12

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

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