NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	102.04	101.87	-0.17	-0.2%	101.86
High	102.53	102.10	-0.43	-0.4%	103.45
Low	101.00	100.90	-0.10	-0.1%	101.00
Close	102.09	101.67	-0.42	-0.4%	102.09
Range	1.53	1.20	-0.33	-21.6%	2.45
ATR	1.41	1.40	-0.02	-1.1%	0.00
Volume	284,919	197,815	-87,104	-30.6%	1,305,000

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.16	104.61	102.33
R3	103.96	103.41	102.00
R2	102.76	102.76	101.89
R1	102.21	102.21	101.78	101.89
PP	101.56	101.56	101.56	101.39
S1	101.01	101.01	101.56	100.69
S2	100.36	100.36	101.45
S3	99.16	99.81	101.34
S4	97.96	98.61	101.01

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	100.90	2.55	2.5%	1.45	1.4%	30%	False	True	238,037
10	103.45	98.68	4.77	4.7%	1.57	1.5%	63%	False	False	234,303
20	105.40	98.68	6.72	6.6%	1.40	1.4%	44%	False	False	169,566
40	106.64	98.68	7.96	7.8%	1.29	1.3%	38%	False	False	115,937
60	106.64	96.43	10.21	10.0%	1.19	1.2%	51%	False	False	88,717
80	106.64	96.43	10.21	10.0%	1.15	1.1%	51%	False	False	73,682
100	106.64	94.34	12.30	12.1%	1.14	1.1%	60%	False	False	62,816
120	106.64	92.83	13.81	13.6%	1.13	1.1%	64%	False	False	54,782

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	107.20
2.618	105.24
1.618	104.04
1.000	103.30
0.618	102.84
HIGH	102.10
0.618	101.64
0.500	101.50
0.382	101.36
LOW	100.90
0.618	100.16
1.000	99.70
1.618	98.96
2.618	97.76
4.250	95.80

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	101.61	102.11
PP	101.56	101.96
S1	101.50	101.82

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

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