NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	100.84	101.73	0.89	0.9%	99.48
High	101.82	101.80	-0.02	0.0%	101.92
Low	100.61	100.55	-0.06	-0.1%	98.23
Close	101.65	100.72	-0.93	-0.9%	100.94
Range	1.21	1.25	0.04	3.3%	3.69
ATR	1.30	1.30	0.00	-0.3%	0.00
Volume	73,406	121,318	47,912	65.3%	361,238

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.77	104.00	101.41
R3	103.52	102.75	101.06
R2	102.27	102.27	100.95
R1	101.50	101.50	100.83	101.26
PP	101.02	101.02	101.02	100.91
S1	100.25	100.25	100.61	100.01
S2	99.77	99.77	100.49
S3	98.52	99.00	100.38
S4	97.27	97.75	100.03

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	102.20	100.52	1.68	1.7%	1.29	1.3%	12%	False	False	92,789
10	102.20	98.23	3.97	3.9%	1.49	1.5%	63%	False	False	76,006
20	104.93	98.23	6.70	6.7%	1.30	1.3%	37%	False	False	57,157
40	105.55	98.23	7.32	7.3%	1.18	1.2%	34%	False	False	43,466
60	105.55	95.59	9.96	9.9%	1.08	1.1%	52%	False	False	34,350
80	105.55	94.61	10.94	10.9%	1.06	1.0%	56%	False	False	28,209
100	105.55	93.72	11.83	11.7%	1.02	1.0%	59%	False	False	24,003
120	105.55	90.54	15.01	14.9%	0.98	1.0%	68%	False	False	20,685

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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.11
2.618	105.07
1.618	103.82
1.000	103.05
0.618	102.57
HIGH	101.80
0.618	101.32
0.500	101.18
0.382	101.03
LOW	100.55
0.618	99.78
1.000	99.30
1.618	98.53
2.618	97.28
4.250	95.24

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	101.18	101.38
PP	101.02	101.16
S1	100.87	100.94

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

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