NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	104.07	104.00	-0.07	-0.1%	105.20
High	104.14	104.46	0.32	0.3%	105.55
Low	103.22	103.21	-0.01	0.0%	103.39
Close	103.85	103.86	0.01	0.0%	104.14
Range	0.92	1.25	0.33	35.9%	2.16
ATR	1.08	1.09	0.01	1.1%	0.00
Volume	16,422	40,353	23,931	145.7%	171,011

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.59	106.98	104.55
R3	106.34	105.73	104.20
R2	105.09	105.09	104.09
R1	104.48	104.48	103.97	104.16
PP	103.84	103.84	103.84	103.69
S1	103.23	103.23	103.75	102.91
S2	102.59	102.59	103.63
S3	101.34	101.98	103.52
S4	100.09	100.73	103.17

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	105.52	103.21	2.31	2.2%	1.21	1.2%	28%	False	True	33,176
10	105.55	103.21	2.34	2.3%	1.14	1.1%	28%	False	True	34,802
20	105.55	99.14	6.41	6.2%	1.11	1.1%	74%	False	False	33,043
40	105.55	95.82	9.73	9.4%	0.99	1.0%	83%	False	False	25,006
60	105.55	95.59	9.96	9.6%	0.97	0.9%	83%	False	False	20,344
80	105.55	93.72	11.83	11.4%	0.96	0.9%	86%	False	False	16,920
100	105.55	93.16	12.39	11.9%	0.93	0.9%	86%	False	False	14,605
120	105.55	88.69	16.86	16.2%	0.88	0.8%	90%	False	False	12,648

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109.77
2.618	107.73
1.618	106.48
1.000	105.71
0.618	105.23
HIGH	104.46
0.618	103.98
0.500	103.84
0.382	103.69
LOW	103.21
0.618	102.44
1.000	101.96
1.618	101.19
2.618	99.94
4.250	97.90

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	103.85	103.86
PP	103.84	103.86
S1	103.84	103.86

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

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