NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	98.36	97.86	-0.50	-0.5%	98.99
High	98.97	98.31	-0.66	-0.7%	99.31
Low	97.90	97.38	-0.52	-0.5%	97.67
Close	98.15	98.21	0.06	0.1%	98.05
Range	1.07	0.93	-0.14	-13.1%	1.64
ATR	0.93	0.93	0.00	0.0%	0.00
Volume	37,700	51,661	13,961	37.0%	144,076

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.76	100.41	98.72
R3	99.83	99.48	98.47
R2	98.90	98.90	98.38
R1	98.55	98.55	98.30	98.73
PP	97.97	97.97	97.97	98.05
S1	97.62	97.62	98.12	97.80
S2	97.04	97.04	98.04
S3	96.11	96.69	97.95
S4	95.18	95.76	97.70

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.26	102.30	98.95
R3	101.62	100.66	98.50
R2	99.98	99.98	98.35
R1	99.02	99.02	98.20	98.68
PP	98.34	98.34	98.34	98.18
S1	97.38	97.38	97.90	97.04
S2	96.70	96.70	97.75
S3	95.06	95.74	97.60
S4	93.42	94.10	97.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.97	97.38	1.59	1.6%	0.89	0.9%	52%	False	True	37,838
10	99.31	97.38	1.93	2.0%	0.84	0.9%	43%	False	True	40,307
20	99.31	94.56	4.75	4.8%	0.88	0.9%	77%	False	False	40,573
40	99.31	93.98	5.33	5.4%	0.92	0.9%	79%	False	False	41,332
60	99.31	92.25	7.06	7.2%	0.97	1.0%	84%	False	False	38,926

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	True
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.26
2.618	100.74
1.618	99.81
1.000	99.24
0.618	98.88
HIGH	98.31
0.618	97.95
0.500	97.85
0.382	97.74
LOW	97.38
0.618	96.81
1.000	96.45
1.618	95.88
2.618	94.95
4.250	93.43

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	98.09	98.20
PP	97.97	98.19
S1	97.85	98.18

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

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