NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	104.93	103.94	-0.99	-0.9%	105.20
High	104.93	104.50	-0.43	-0.4%	105.55
Low	103.39	103.79	0.40	0.4%	103.39
Close	104.17	104.14	-0.03	0.0%	104.14
Range	1.54	0.71	-0.83	-53.9%	2.16
ATR	1.12	1.09	-0.03	-2.6%	0.00
Volume	48,064	29,484	-18,580	-38.7%	171,011

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.27	105.92	104.53
R3	105.56	105.21	104.34
R2	104.85	104.85	104.27
R1	104.50	104.50	104.21	104.68
PP	104.14	104.14	104.14	104.23
S1	103.79	103.79	104.07	103.97
S2	103.43	103.43	104.01
S3	102.72	103.08	103.94
S4	102.01	102.37	103.75

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	110.84	109.65	105.33
R3	108.68	107.49	104.73
R2	106.52	106.52	104.54
R1	105.33	105.33	104.34	104.85
PP	104.36	104.36	104.36	104.12
S1	103.17	103.17	103.94	102.69
S2	102.20	102.20	103.74
S3	100.04	101.01	103.55
S4	97.88	98.85	102.95

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%	1.30	1.3%	35%	False	False	34,202
10	105.55	103.39	2.16	2.1%	1.10	1.1%	35%	False	False	36,500
20	105.55	99.14	6.41	6.2%	1.08	1.0%	78%	False	False	31,903
40	105.55	95.59	9.96	9.6%	0.98	0.9%	86%	False	False	24,275
60	105.55	94.94	10.61	10.2%	0.97	0.9%	87%	False	False	19,616
80	105.55	93.72	11.83	11.4%	0.95	0.9%	88%	False	False	16,438
100	105.55	91.38	14.17	13.6%	0.92	0.9%	90%	False	False	14,097
120	105.55	88.69	16.86	16.2%	0.87	0.8%	92%	False	False	12,216

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	107.52
2.618	106.36
1.618	105.65
1.000	105.21
0.618	104.94
HIGH	104.50
0.618	104.23
0.500	104.15
0.382	104.06
LOW	103.79
0.618	103.35
1.000	103.08
1.618	102.64
2.618	101.93
4.250	100.77

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	104.15	104.46
PP	104.14	104.35
S1	104.14	104.25

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

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