NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	101.82	100.85	-0.97	-1.0%	99.48
High	101.92	101.84	-0.08	-0.1%	101.92
Low	100.63	100.52	-0.11	-0.1%	98.23
Close	100.94	101.73	0.79	0.8%	100.94
Range	1.29	1.32	0.03	2.3%	3.69
ATR	1.30	1.30	0.00	0.1%	0.00
Volume	119,151	73,383	-45,768	-38.4%	361,238

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.32	104.85	102.46
R3	104.00	103.53	102.09
R2	102.68	102.68	101.97
R1	102.21	102.21	101.85	102.45
PP	101.36	101.36	101.36	101.48
S1	100.89	100.89	101.61	101.13
S2	100.04	100.04	101.49
S3	98.72	99.57	101.37
S4	97.40	98.25	101.00

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	111.43	109.88	102.97
R3	107.74	106.19	101.95
R2	104.05	104.05	101.62
R1	102.50	102.50	101.28	103.28
PP	100.36	100.36	100.36	100.75
S1	98.81	98.81	100.60	99.59
S2	96.67	96.67	100.26
S3	92.98	95.12	99.93
S4	89.29	91.43	98.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.92	98.23	3.69	3.6%	1.53	1.5%	95%	False	False	76,218
10	102.82	98.23	4.59	4.5%	1.51	1.5%	76%	False	False	61,797
20	105.55	98.23	7.32	7.2%	1.32	1.3%	48%	False	False	48,260
40	105.55	98.23	7.32	7.2%	1.15	1.1%	48%	False	False	37,779
60	105.55	95.59	9.96	9.8%	1.08	1.1%	62%	False	False	30,484
80	105.55	94.61	10.94	10.8%	1.04	1.0%	65%	False	False	25,107
100	105.55	93.72	11.83	11.6%	1.01	1.0%	68%	False	False	21,399
120	105.55	90.54	15.01	14.8%	0.96	0.9%	75%	False	False	18,486

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.45
2.618	105.30
1.618	103.98
1.000	103.16
0.618	102.66
HIGH	101.84
0.618	101.34
0.500	101.18
0.382	101.02
LOW	100.52
0.618	99.70
1.000	99.20
1.618	98.38
2.618	97.06
4.250	94.91

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	101.55	101.44
PP	101.36	101.16
S1	101.18	100.87

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

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