NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	98.70	99.03	0.33	0.3%	99.63
High	99.16	99.48	0.32	0.3%	99.86
Low	98.25	98.82	0.57	0.6%	98.25
Close	99.07	99.11	0.04	0.0%	99.11
Range	0.91	0.66	-0.25	-27.5%	1.61
ATR	0.88	0.86	-0.02	-1.8%	0.00
Volume	12,355	10,719	-1,636	-13.2%	50,952

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.12	100.77	99.47
R3	100.46	100.11	99.29
R2	99.80	99.80	99.23
R1	99.45	99.45	99.17	99.63
PP	99.14	99.14	99.14	99.22
S1	98.79	98.79	99.05	98.97
S2	98.48	98.48	98.99
S3	97.82	98.13	98.93
S4	97.16	97.47	98.75

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.90	103.12	100.00
R3	102.29	101.51	99.55
R2	100.68	100.68	99.41
R1	99.90	99.90	99.26	99.49
PP	99.07	99.07	99.07	98.87
S1	98.29	98.29	98.96	97.88
S2	97.46	97.46	98.81
S3	95.85	96.68	98.67
S4	94.24	95.07	98.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.86	98.25	1.61	1.6%	0.82	0.8%	53%	False	False	10,190
10	100.32	98.25	2.07	2.1%	0.84	0.8%	42%	False	False	9,494
20	100.32	95.56	4.76	4.8%	0.81	0.8%	75%	False	False	10,182
40	100.32	94.76	5.56	5.6%	0.80	0.8%	78%	False	False	8,640
60	100.32	93.00	7.32	7.4%	0.77	0.8%	83%	False	False	7,441
80	100.32	93.00	7.32	7.4%	0.74	0.7%	83%	False	False	6,725

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.29
2.618	101.21
1.618	100.55
1.000	100.14
0.618	99.89
HIGH	99.48
0.618	99.23
0.500	99.15
0.382	99.07
LOW	98.82
0.618	98.41
1.000	98.16
1.618	97.75
2.618	97.09
4.250	96.02

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	99.15	99.09
PP	99.14	99.07
S1	99.12	99.06

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

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