NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 18-Jun-2014

Day Change Summary
	Previous	Current
	17-Jun-2014	18-Jun-2014	Change	Change %	Previous Week
Open	100.45	100.78	0.33	0.3%	97.28
High	101.26	101.19	-0.07	-0.1%	101.27
Low	100.22	100.70	0.48	0.5%	97.20
Close	100.71	100.86	0.15	0.1%	100.33
Range	1.04	0.49	-0.55	-52.9%	4.07
ATR	0.83	0.81	-0.02	-2.9%	0.00
Volume	8,987	8,204	-783	-8.7%	47,490

Daily Pivots for day following 18-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.39	102.11	101.13
R3	101.90	101.62	100.99
R2	101.41	101.41	100.95
R1	101.13	101.13	100.90	101.27
PP	100.92	100.92	100.92	100.99
S1	100.64	100.64	100.82	100.78
S2	100.43	100.43	100.77
S3	99.94	100.15	100.73
S4	99.45	99.66	100.59

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	98.95	2.32	2.3%	0.95	0.9%	82%	False	False	8,818
10	101.27	96.55	4.72	4.7%	0.90	0.9%	91%	False	False	10,203
20	101.27	96.55	4.72	4.7%	0.76	0.8%	91%	False	False	7,250
40	101.27	93.32	7.95	7.9%	0.70	0.7%	95%	False	False	5,551

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.27
2.618	102.47
1.618	101.98
1.000	101.68
0.618	101.49
HIGH	101.19
0.618	101.00
0.500	100.95
0.382	100.89
LOW	100.70
0.618	100.40
1.000	100.21
1.618	99.91
2.618	99.42
4.250	98.62

Fisher Pivots for day following 18-Jun-2014
Pivot	1 day	3 day
R1	100.95	100.82
PP	100.92	100.78
S1	100.89	100.74

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

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