NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	100.70	100.45	-0.25	-0.2%	97.28
High	100.78	101.26	0.48	0.5%	101.27
Low	100.36	100.22	-0.14	-0.1%	97.20
Close	100.74	100.71	-0.03	0.0%	100.33
Range	0.42	1.04	0.62	147.6%	4.07
ATR	0.82	0.83	0.02	1.9%	0.00
Volume	10,796	8,987	-1,809	-16.8%	47,490

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.85	103.32	101.28
R3	102.81	102.28	101.00
R2	101.77	101.77	100.90
R1	101.24	101.24	100.81	101.51
PP	100.73	100.73	100.73	100.86
S1	100.20	100.20	100.61	100.47
S2	99.69	99.69	100.52
S3	98.65	99.16	100.42
S4	97.61	98.12	100.14

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	111.81	110.14	102.57
R3	107.74	106.07	101.45
R2	103.67	103.67	101.08
R1	102.00	102.00	100.70	102.84
PP	99.60	99.60	99.60	100.02
S1	97.93	97.93	99.96	98.77
S2	95.53	95.53	99.58
S3	91.46	93.86	99.21
S4	87.39	89.79	98.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.27	98.38	2.89	2.9%	0.96	1.0%	81%	False	False	9,009
10	101.27	96.55	4.72	4.7%	0.95	0.9%	88%	False	False	10,488
20	101.27	96.32	4.95	4.9%	0.75	0.7%	89%	False	False	7,138
40	101.27	93.32	7.95	7.9%	0.70	0.7%	93%	False	False	5,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.68
2.618	103.98
1.618	102.94
1.000	102.30
0.618	101.90
HIGH	101.26
0.618	100.86
0.500	100.74
0.382	100.62
LOW	100.22
0.618	99.58
1.000	99.18
1.618	98.54
2.618	97.50
4.250	95.80

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	100.74	100.70
PP	100.73	100.68
S1	100.72	100.67

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

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