NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	94.14	94.17	0.03	0.0%	94.63
High	94.59	95.75	1.16	1.2%	95.75
Low	93.85	94.08	0.23	0.2%	93.72
Close	94.46	95.00	0.54	0.6%	95.00
Range	0.74	1.67	0.93	125.7%	2.03
ATR	0.95	1.00	0.05	5.4%	0.00
Volume	9,963	6,525	-3,438	-34.5%	33,858

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.95	99.15	95.92
R3	98.28	97.48	95.46
R2	96.61	96.61	95.31
R1	95.81	95.81	95.15	96.21
PP	94.94	94.94	94.94	95.15
S1	94.14	94.14	94.85	94.54
S2	93.27	93.27	94.69
S3	91.60	92.47	94.54
S4	89.93	90.80	94.08

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.91	99.99	96.12
R3	98.88	97.96	95.56
R2	96.85	96.85	95.37
R1	95.93	95.93	95.19	96.39
PP	94.82	94.82	94.82	95.06
S1	93.90	93.90	94.81	94.36
S2	92.79	92.79	94.63
S3	90.76	91.87	94.44
S4	88.73	89.84	93.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.75	93.72	2.03	2.1%	0.96	1.0%	63%	True	False	6,771
10	96.55	93.72	2.83	3.0%	0.88	0.9%	45%	False	False	6,596
20	98.71	93.72	4.99	5.3%	0.90	1.0%	26%	False	False	6,440
40	98.71	90.54	8.17	8.6%	0.79	0.8%	55%	False	False	5,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	102.85
2.618	100.12
1.618	98.45
1.000	97.42
0.618	96.78
HIGH	95.75
0.618	95.11
0.500	94.92
0.382	94.72
LOW	94.08
0.618	93.05
1.000	92.41
1.618	91.38
2.618	89.71
4.250	86.98

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	94.97	94.92
PP	94.94	94.83
S1	94.92	94.75

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

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