NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	100.13	99.62	-0.51	-0.5%	101.16
High	100.92	100.13	-0.79	-0.8%	101.27
Low	99.84	99.14	-0.70	-0.7%	99.61
Close	100.02	99.99	-0.03	0.0%	100.00
Range	1.08	0.99	-0.09	-8.3%	1.66
ATR	0.94	0.94	0.00	0.4%	0.00
Volume	18,555	27,015	8,460	45.6%	61,422

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.72	102.35	100.53
R3	101.73	101.36	100.26
R2	100.74	100.74	100.17
R1	100.37	100.37	100.08	100.56
PP	99.75	99.75	99.75	99.85
S1	99.38	99.38	99.90	99.57
S2	98.76	98.76	99.81
S3	97.77	98.39	99.72
S4	96.78	97.40	99.45

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.27	104.30	100.91
R3	103.61	102.64	100.46
R2	101.95	101.95	100.30
R1	100.98	100.98	100.15	100.64
PP	100.29	100.29	100.29	100.12
S1	99.32	99.32	99.85	98.98
S2	98.63	98.63	99.70
S3	96.97	97.66	99.54
S4	95.31	96.00	99.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.92	99.14	1.78	1.8%	0.93	0.9%	48%	False	True	19,222
10	101.35	99.14	2.21	2.2%	0.86	0.9%	38%	False	True	18,808
20	101.35	96.36	4.99	5.0%	0.88	0.9%	73%	False	False	18,264
40	101.35	95.59	5.76	5.8%	0.89	0.9%	76%	False	False	14,647
60	101.35	93.72	7.63	7.6%	0.91	0.9%	82%	False	False	12,114
80	101.35	93.72	7.63	7.6%	0.88	0.9%	82%	False	False	10,487
100	101.35	88.69	12.66	12.7%	0.83	0.8%	89%	False	False	8,968

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.34
2.618	102.72
1.618	101.73
1.000	101.12
0.618	100.74
HIGH	100.13
0.618	99.75
0.500	99.64
0.382	99.52
LOW	99.14
0.618	98.53
1.000	98.15
1.618	97.54
2.618	96.55
4.250	94.93

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	99.87	100.03
PP	99.75	100.02
S1	99.64	100.00

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

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