NYMEX Light Sweet Crude Oil Future September 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	97.70	97.67	-0.03	0.0%	101.87
High	98.10	98.67	0.57	0.6%	102.10
Low	97.09	97.43	0.34	0.4%	97.09
Close	97.88	98.29	0.41	0.4%	97.88
Range	1.01	1.24	0.23	22.8%	5.01
ATR	1.51	1.49	-0.02	-1.3%	0.00
Volume	274,992	204,262	-70,730	-25.7%	1,330,626

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.85	101.31	98.97
R3	100.61	100.07	98.63
R2	99.37	99.37	98.52
R1	98.83	98.83	98.40	99.10
PP	98.13	98.13	98.13	98.27
S1	97.59	97.59	98.18	97.86
S2	96.89	96.89	98.06
S3	95.65	96.35	97.95
S4	94.41	95.11	97.61

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	114.05	110.98	100.64
R3	109.04	105.97	99.26
R2	104.03	104.03	98.80
R1	100.96	100.96	98.34	99.99
PP	99.02	99.02	99.02	98.54
S1	95.95	95.95	97.42	94.98
S2	94.01	94.01	96.96
S3	89.00	90.94	96.50
S4	83.99	85.93	95.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.83	97.09	4.74	4.8%	1.64	1.7%	25%	False	False	267,414
10	103.45	97.09	6.36	6.5%	1.55	1.6%	19%	False	False	252,725
20	103.63	97.09	6.54	6.7%	1.58	1.6%	18%	False	False	215,943
40	106.64	97.09	9.55	9.7%	1.36	1.4%	13%	False	False	144,265
60	106.64	97.09	9.55	9.7%	1.24	1.3%	13%	False	False	108,818
80	106.64	96.43	10.21	10.4%	1.19	1.2%	18%	False	False	88,695
100	106.64	94.34	12.30	12.5%	1.17	1.2%	32%	False	False	75,103
120	106.64	94.34	12.30	12.5%	1.15	1.2%	32%	False	False	65,443

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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.94
2.618	101.92
1.618	100.68
1.000	99.91
0.618	99.44
HIGH	98.67
0.618	98.20
0.500	98.05
0.382	97.90
LOW	97.43
0.618	96.66
1.000	96.19
1.618	95.42
2.618	94.18
4.250	92.16

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	98.21	98.47
PP	98.13	98.41
S1	98.05	98.35

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

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