NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 26-Jun-2014

Day Change Summary
	Previous	Current
	25-Jun-2014	26-Jun-2014	Change	Change %	Previous Week
Open	104.51	104.93	0.42	0.4%	103.84
High	105.52	104.93	-0.59	-0.6%	104.92
Low	103.88	103.39	-0.49	-0.5%	103.45
Close	104.73	104.17	-0.56	-0.5%	104.90
Range	1.64	1.54	-0.10	-6.1%	1.47
ATR	1.09	1.12	0.03	3.0%	0.00
Volume	31,561	48,064	16,503	52.3%	193,991

Daily Pivots for day following 26-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.78	108.02	105.02
R3	107.24	106.48	104.59
R2	105.70	105.70	104.45
R1	104.94	104.94	104.31	104.55
PP	104.16	104.16	104.16	103.97
S1	103.40	103.40	104.03	103.01
S2	102.62	102.62	103.89
S3	101.08	101.86	103.75
S4	99.54	100.32	103.32

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	105.55	103.39	2.16	2.1%	1.33	1.3%	36%	False	True	37,089
10	105.55	103.39	2.16	2.1%	1.14	1.1%	36%	False	True	38,876
20	105.55	99.14	6.41	6.2%	1.10	1.1%	78%	False	False	31,257
40	105.55	95.59	9.96	9.6%	0.99	0.9%	86%	False	False	23,900
60	105.55	94.61	10.94	10.5%	0.97	0.9%	87%	False	False	19,265
80	105.55	93.72	11.83	11.4%	0.96	0.9%	88%	False	False	16,146
100	105.55	90.83	14.72	14.1%	0.92	0.9%	91%	False	False	13,842

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.48
2.618	108.96
1.618	107.42
1.000	106.47
0.618	105.88
HIGH	104.93
0.618	104.34
0.500	104.16
0.382	103.98
LOW	103.39
0.618	102.44
1.000	101.85
1.618	100.90
2.618	99.36
4.250	96.85

Fisher Pivots for day following 26-Jun-2014
Pivot	1 day	3 day
R1	104.17	104.46
PP	104.16	104.36
S1	104.16	104.27

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

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