NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	100.62	101.53	0.91	0.9%	102.81
High	101.76	101.60	-0.16	-0.2%	102.84
Low	100.37	99.26	-1.11	-1.1%	99.26
Close	101.70	99.64	-2.06	-2.0%	99.64
Range	1.39	2.34	0.95	68.3%	3.58
ATR	1.12	1.21	0.09	8.4%	0.00
Volume	50,121	54,025	3,904	7.8%	215,178

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.19	105.75	100.93
R3	104.85	103.41	100.28
R2	102.51	102.51	100.07
R1	101.07	101.07	99.85	100.62
PP	100.17	100.17	100.17	99.94
S1	98.73	98.73	99.43	98.28
S2	97.83	97.83	99.21
S3	95.49	96.39	99.00
S4	93.15	94.05	98.35

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	111.32	109.06	101.61
R3	107.74	105.48	100.62
R2	104.16	104.16	100.30
R1	101.90	101.90	99.97	101.24
PP	100.58	100.58	100.58	100.25
S1	98.32	98.32	99.31	97.66
S2	97.00	97.00	98.98
S3	93.42	94.74	98.66
S4	89.84	91.16	97.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.84	99.26	3.58	3.6%	1.44	1.4%	11%	False	True	43,035
10	104.50	99.26	5.24	5.3%	1.19	1.2%	7%	False	True	38,905
20	105.55	99.26	6.29	6.3%	1.17	1.2%	6%	False	True	38,891
40	105.55	98.17	7.38	7.4%	1.05	1.1%	20%	False	False	29,932
60	105.55	95.59	9.96	10.0%	1.02	1.0%	41%	False	False	24,256
80	105.55	93.74	11.81	11.9%	1.00	1.0%	50%	False	False	20,173
100	105.55	93.72	11.83	11.9%	0.96	1.0%	50%	False	False	17,403
120	105.55	90.39	15.16	15.2%	0.92	0.9%	61%	False	False	15,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 130 trading days

Fibonacci Retracements and Extensions
4.250	111.55
2.618	107.73
1.618	105.39
1.000	103.94
0.618	103.05
HIGH	101.60
0.618	100.71
0.500	100.43
0.382	100.15
LOW	99.26
0.618	97.81
1.000	96.92
1.618	95.47
2.618	93.13
4.250	89.32

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	100.43	100.68
PP	100.17	100.33
S1	99.90	99.99

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

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