NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	103.85	102.70	-1.15	-1.1%	105.20
High	104.02	102.86	-1.16	-1.1%	105.55
Low	102.68	102.37	-0.31	-0.3%	103.39
Close	103.09	102.74	-0.35	-0.3%	104.14
Range	1.34	0.49	-0.85	-63.4%	2.16
ATR	1.11	1.08	-0.03	-2.5%	0.00
Volume	39,111	48,511	9,400	24.0%	171,011

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.13	103.92	103.01
R3	103.64	103.43	102.87
R2	103.15	103.15	102.83
R1	102.94	102.94	102.78	103.05
PP	102.66	102.66	102.66	102.71
S1	102.45	102.45	102.70	102.56
S2	102.17	102.17	102.65
S3	101.68	101.96	102.61
S4	101.19	101.47	102.47

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	104.50	102.37	2.13	2.1%	0.94	0.9%	17%	False	True	34,776
10	105.55	102.37	3.18	3.1%	1.14	1.1%	12%	False	True	35,932
20	105.55	99.73	5.82	5.7%	1.10	1.1%	52%	False	False	35,146
40	105.55	96.36	9.19	8.9%	0.99	1.0%	69%	False	False	26,705
60	105.55	95.59	9.96	9.7%	0.96	0.9%	72%	False	False	21,480
80	105.55	93.72	11.83	11.5%	0.96	0.9%	76%	False	False	17,872
100	105.55	93.72	11.83	11.5%	0.93	0.9%	76%	False	False	15,419
120	105.55	88.69	16.86	16.4%	0.88	0.9%	83%	False	False	13,331

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.27
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	104.94
2.618	104.14
1.618	103.65
1.000	103.35
0.618	103.16
HIGH	102.86
0.618	102.67
0.500	102.62
0.382	102.56
LOW	102.37
0.618	102.07
1.000	101.88
1.618	101.58
2.618	101.09
4.250	100.29

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	102.70	103.42
PP	102.66	103.19
S1	102.62	102.97

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

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