NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	101.42	102.00	0.58	0.6%	100.70
High	101.88	102.22	0.34	0.3%	101.88
Low	101.41	101.18	-0.23	-0.2%	100.22
Close	101.88	101.50	-0.38	-0.4%	101.88
Range	0.47	1.04	0.57	121.3%	1.66
ATR	0.79	0.80	0.02	2.3%	0.00
Volume	5,448	6,744	1,296	23.8%	41,444

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	104.75	104.17	102.07
R3	103.71	103.13	101.79
R2	102.67	102.67	101.69
R1	102.09	102.09	101.60	101.86
PP	101.63	101.63	101.63	101.52
S1	101.05	101.05	101.40	100.82
S2	100.59	100.59	101.31
S3	99.55	100.01	101.21
S4	98.51	98.97	100.93

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.31	105.75	102.79
R3	104.65	104.09	102.34
R2	102.99	102.99	102.18
R1	102.43	102.43	102.03	102.71
PP	101.33	101.33	101.33	101.47
S1	100.77	100.77	101.73	101.05
S2	99.67	99.67	101.58
S3	98.01	99.11	101.42
S4	96.35	97.45	100.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.22	100.22	2.00	2.0%	0.76	0.7%	64%	True	False	7,478
10	102.22	98.07	4.15	4.1%	0.83	0.8%	83%	True	False	8,568
20	102.22	96.55	5.67	5.6%	0.78	0.8%	87%	True	False	7,544
40	102.22	93.32	8.90	8.8%	0.71	0.7%	92%	True	False	5,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.13
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.64
2.618	104.94
1.618	103.90
1.000	103.26
0.618	102.86
HIGH	102.22
0.618	101.82
0.500	101.70
0.382	101.58
LOW	101.18
0.618	100.54
1.000	100.14
1.618	99.50
2.618	98.46
4.250	96.76

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	101.70	101.57
PP	101.63	101.55
S1	101.57	101.52

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

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