NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	99.12	100.03	0.91	0.9%	102.81
High	100.20	101.89	1.69	1.7%	102.84
Low	99.03	99.82	0.79	0.8%	99.26
Close	99.90	101.23	1.33	1.3%	99.64
Range	1.17	2.07	0.90	76.9%	3.58
ATR	1.24	1.30	0.06	4.7%	0.00
Volume	70,997	60,985	-10,012	-14.1%	215,178

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.19	106.28	102.37
R3	105.12	104.21	101.80
R2	103.05	103.05	101.61
R1	102.14	102.14	101.42	102.60
PP	100.98	100.98	100.98	101.21
S1	100.07	100.07	101.04	100.53
S2	98.91	98.91	100.85
S3	96.84	98.00	100.66
S4	94.77	95.93	100.09

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	101.89	98.23	3.66	3.6%	1.69	1.7%	82%	True	False	59,222
10	102.86	98.23	4.63	4.6%	1.38	1.4%	65%	False	False	50,577
20	105.55	98.23	7.32	7.2%	1.29	1.3%	41%	False	False	42,976
40	105.55	98.23	7.32	7.2%	1.13	1.1%	41%	False	False	34,161
60	105.55	95.59	9.96	9.8%	1.06	1.0%	57%	False	False	27,785
80	105.55	94.61	10.94	10.8%	1.02	1.0%	61%	False	False	22,807
100	105.55	93.72	11.83	11.7%	1.00	1.0%	63%	False	False	19,562
120	105.55	90.54	15.01	14.8%	0.95	0.9%	71%	False	False	16,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.17
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110.69
2.618	107.31
1.618	105.24
1.000	103.96
0.618	103.17
HIGH	101.89
0.618	101.10
0.500	100.86
0.382	100.61
LOW	99.82
0.618	98.54
1.000	97.75
1.618	96.47
2.618	94.40
4.250	91.02

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	101.11	100.84
PP	100.98	100.45
S1	100.86	100.06

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

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