NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	103.91	104.35	0.44	0.4%	103.84
High	104.64	104.92	0.28	0.3%	104.92
Low	103.57	104.09	0.52	0.5%	103.45
Close	104.35	104.90	0.55	0.5%	104.90
Range	1.07	0.83	-0.24	-22.4%	1.47
ATR	1.02	1.00	-0.01	-1.3%	0.00
Volume	42,941	43,918	977	2.3%	193,991

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.13	106.84	105.36
R3	106.30	106.01	105.13
R2	105.47	105.47	105.05
R1	105.18	105.18	104.98	105.33
PP	104.64	104.64	104.64	104.71
S1	104.35	104.35	104.82	104.50
S2	103.81	103.81	104.75
S3	102.98	103.52	104.67
S4	102.15	102.69	104.44

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.83	108.34	105.71
R3	107.36	106.87	105.30
R2	105.89	105.89	105.17
R1	105.40	105.40	105.03	105.65
PP	104.42	104.42	104.42	104.55
S1	103.93	103.93	104.77	104.18
S2	102.95	102.95	104.63
S3	101.48	102.46	104.50
S4	100.01	100.99	104.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.92	103.45	1.47	1.4%	0.89	0.8%	99%	True	False	38,798
10	104.92	100.03	4.89	4.7%	1.07	1.0%	100%	True	False	36,892
20	104.92	99.14	5.78	5.5%	0.98	0.9%	100%	True	False	27,298
40	104.92	95.59	9.33	8.9%	0.96	0.9%	100%	True	False	21,596
60	104.92	94.61	10.31	9.8%	0.94	0.9%	100%	True	False	17,390
80	104.92	93.72	11.20	10.7%	0.93	0.9%	100%	True	False	14,684
100	104.92	90.54	14.38	13.7%	0.89	0.8%	100%	True	False	12,532

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.45
2.618	107.09
1.618	106.26
1.000	105.75
0.618	105.43
HIGH	104.92
0.618	104.60
0.500	104.51
0.382	104.41
LOW	104.09
0.618	103.58
1.000	103.26
1.618	102.75
2.618	101.92
4.250	100.56

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	104.77	104.68
PP	104.64	104.46
S1	104.51	104.25

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

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