NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	98.79	97.96	-0.83	-0.8%	101.24
High	98.95	98.91	-0.04	0.0%	101.30
Low	97.32	97.90	0.58	0.6%	98.01
Close	97.93	98.55	0.62	0.6%	98.42
Range	1.63	1.01	-0.62	-38.0%	3.29
ATR	1.18	1.16	-0.01	-1.0%	0.00
Volume	61,939	87,124	25,185	40.7%	289,136

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.48	101.03	99.11
R3	100.47	100.02	98.83
R2	99.46	99.46	98.74
R1	99.01	99.01	98.64	99.24
PP	98.45	98.45	98.45	98.57
S1	98.00	98.00	98.46	98.23
S2	97.44	97.44	98.36
S3	96.43	96.99	98.27
S4	95.42	95.98	97.99

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	109.11	107.06	100.23
R3	105.82	103.77	99.32
R2	102.53	102.53	99.02
R1	100.48	100.48	98.72	99.86
PP	99.24	99.24	99.24	98.94
S1	97.19	97.19	98.12	96.57
S2	95.95	95.95	97.82
S3	92.66	93.90	97.52
S4	89.37	90.61	96.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.35	97.32	3.03	3.1%	1.44	1.5%	41%	False	False	70,642
10	102.34	97.32	5.02	5.1%	1.22	1.2%	25%	False	False	61,861
20	103.66	97.32	6.34	6.4%	1.13	1.2%	19%	False	False	59,211
40	103.66	97.04	6.62	6.7%	1.05	1.1%	23%	False	False	54,457
60	103.66	93.98	9.68	9.8%	1.03	1.0%	47%	False	False	49,542
80	103.66	93.05	10.61	10.8%	1.01	1.0%	52%	False	False	46,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	103.20
2.618	101.55
1.618	100.54
1.000	99.92
0.618	99.53
HIGH	98.91
0.618	98.52
0.500	98.41
0.382	98.29
LOW	97.90
0.618	97.28
1.000	96.89
1.618	96.27
2.618	95.26
4.250	93.61

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	98.50	98.43
PP	98.45	98.31
S1	98.41	98.20

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

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