NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	98.24	96.85	-1.39	-1.4%	98.90
High	98.67	97.34	-1.33	-1.3%	100.35
Low	96.88	95.58	-1.30	-1.3%	98.34
Close	97.56	96.21	-1.35	-1.4%	99.37
Range	1.79	1.76	-0.03	-1.7%	2.01
ATR	1.25	1.30	0.05	4.2%	0.00
Volume	63,412	58,321	-5,091	-8.0%	297,309

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.66	100.69	97.18
R3	99.90	98.93	96.69
R2	98.14	98.14	96.53
R1	97.17	97.17	96.37	96.78
PP	96.38	96.38	96.38	96.18
S1	95.41	95.41	96.05	95.02
S2	94.62	94.62	95.89
S3	92.86	93.65	95.73
S4	91.10	91.89	95.24

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	105.38	104.39	100.48
R3	103.37	102.38	99.92
R2	101.36	101.36	99.74
R1	100.37	100.37	99.55	100.87
PP	99.35	99.35	99.35	99.60
S1	98.36	98.36	99.19	98.86
S2	97.34	97.34	99.00
S3	95.33	96.35	98.82
S4	93.32	94.34	98.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.51	95.58	3.93	4.1%	1.43	1.5%	16%	False	True	55,792
10	100.35	95.58	4.77	5.0%	1.33	1.4%	13%	False	True	67,151
20	101.34	95.58	5.76	6.0%	1.29	1.3%	11%	False	True	64,963
40	103.66	95.58	8.08	8.4%	1.18	1.2%	8%	False	True	61,843
60	103.66	94.31	9.35	9.7%	1.08	1.1%	20%	False	False	54,539
80	103.66	93.98	9.68	10.1%	1.06	1.1%	23%	False	False	51,418

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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.82
2.618	101.95
1.618	100.19
1.000	99.10
0.618	98.43
HIGH	97.34
0.618	96.67
0.500	96.46
0.382	96.25
LOW	95.58
0.618	94.49
1.000	93.82
1.618	92.73
2.618	90.97
4.250	88.10

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	96.46	97.25
PP	96.38	96.90
S1	96.29	96.56

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

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