NYMEX Light Sweet Crude Oil Future October 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	100.28	99.79	-0.49	-0.5%	100.85
High	100.48	100.30	-0.18	-0.2%	102.20
Low	99.22	98.23	-0.99	-1.0%	99.83
Close	99.73	99.04	-0.69	-0.7%	100.87
Range	1.26	2.07	0.81	64.3%	2.37
ATR	1.30	1.35	0.06	4.3%	0.00
Volume	62,955	91,483	28,528	45.3%	416,518

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.40	104.29	100.18
R3	103.33	102.22	99.61
R2	101.26	101.26	99.42
R1	100.15	100.15	99.23	99.67
PP	99.19	99.19	99.19	98.95
S1	98.08	98.08	98.85	97.60
S2	97.12	97.12	98.66
S3	95.05	96.01	98.47
S4	92.98	93.94	97.90

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	108.08	106.84	102.17
R3	105.71	104.47	101.52
R2	103.34	103.34	101.30
R1	102.10	102.10	101.09	102.72
PP	100.97	100.97	100.97	101.28
S1	99.73	99.73	100.65	100.35
S2	98.60	98.60	100.44
S3	96.23	97.36	100.22
S4	93.86	94.99	99.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.80	98.23	3.57	3.6%	1.44	1.4%	23%	False	True	86,312
10	102.20	98.23	3.97	4.0%	1.45	1.5%	20%	False	True	83,517
20	104.02	98.23	5.79	5.8%	1.38	1.4%	14%	False	True	65,953
40	105.55	98.23	7.32	7.4%	1.24	1.3%	11%	False	True	49,498
60	105.55	95.82	9.73	9.8%	1.12	1.1%	33%	False	False	38,655
80	105.55	95.59	9.96	10.1%	1.07	1.1%	35%	False	False	31,747
100	105.55	93.72	11.83	11.9%	1.04	1.0%	45%	False	False	26,727
120	105.55	93.16	12.39	12.5%	1.00	1.0%	47%	False	False	23,163

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	0.29
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	109.10
2.618	105.72
1.618	103.65
1.000	102.37
0.618	101.58
HIGH	100.30
0.618	99.51
0.500	99.27
0.382	99.02
LOW	98.23
0.618	96.95
1.000	96.16
1.618	94.88
2.618	92.81
4.250	89.43

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	99.27	99.56
PP	99.19	99.39
S1	99.12	99.21

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

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