NYMEX Light Sweet Crude Oil Future November 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	103.09	103.26	0.17	0.2%	103.11
High	103.70	103.87	0.17	0.2%	103.87
Low	102.61	103.16	0.55	0.5%	102.39
Close	103.37	103.85	0.48	0.5%	103.85
Range	1.09	0.71	-0.38	-34.9%	1.48
ATR	0.95	0.93	-0.02	-1.8%	0.00
Volume	30,132	26,330	-3,802	-12.6%	128,588

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.76	105.51	104.24
R3	105.05	104.80	104.05
R2	104.34	104.34	103.98
R1	104.09	104.09	103.92	104.22
PP	103.63	103.63	103.63	103.69
S1	103.38	103.38	103.78	103.51
S2	102.92	102.92	103.72
S3	102.21	102.67	103.65
S4	101.50	101.96	103.46

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.81	107.31	104.66
R3	106.33	105.83	104.26
R2	104.85	104.85	104.12
R1	104.35	104.35	103.99	104.60
PP	103.37	103.37	103.37	103.50
S1	102.87	102.87	103.71	103.12
S2	101.89	101.89	103.58
S3	100.41	101.39	103.44
S4	98.93	99.91	103.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.87	102.39	1.48	1.4%	0.79	0.8%	99%	True	False	25,717
10	103.87	99.08	4.79	4.6%	1.02	1.0%	100%	True	False	24,904
20	103.87	98.25	5.62	5.4%	0.93	0.9%	100%	True	False	17,199
40	103.87	94.76	9.11	8.8%	0.88	0.8%	100%	True	False	13,129
60	103.87	93.88	9.99	9.6%	0.84	0.8%	100%	True	False	10,825
80	103.87	93.00	10.87	10.5%	0.79	0.8%	100%	True	False	9,355

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.89
2.618	105.73
1.618	105.02
1.000	104.58
0.618	104.31
HIGH	103.87
0.618	103.60
0.500	103.52
0.382	103.43
LOW	103.16
0.618	102.72
1.000	102.45
1.618	102.01
2.618	101.30
4.250	100.14

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	103.74	103.65
PP	103.63	103.44
S1	103.52	103.24

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

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