NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 27-Jun-2014

Day Change Summary
	Previous	Current
	26-Jun-2014	27-Jun-2014	Change	Change %	Previous Week
Open	102.05	101.54	-0.51	-0.5%	102.00
High	102.15	101.88	-0.27	-0.3%	102.53
Low	100.90	101.29	0.39	0.4%	100.76
Close	101.58	101.64	0.06	0.1%	101.64
Range	1.25	0.59	-0.66	-52.8%	1.77
ATR	0.88	0.86	-0.02	-2.4%	0.00
Volume	14,125	7,975	-6,150	-43.5%	43,264

Daily Pivots for day following 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.37	103.10	101.96
R3	102.78	102.51	101.80
R2	102.19	102.19	101.75
R1	101.92	101.92	101.69	102.06
PP	101.60	101.60	101.60	101.67
S1	101.33	101.33	101.59	101.47
S2	101.01	101.01	101.53
S3	100.42	100.74	101.48
S4	99.83	100.15	101.32

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.95	106.07	102.61
R3	105.18	104.30	102.13
R2	103.41	103.41	101.96
R1	102.53	102.53	101.80	102.09
PP	101.64	101.64	101.64	101.42
S1	100.76	100.76	101.48	100.32
S2	99.87	99.87	101.32
S3	98.10	98.99	101.15
S4	96.33	97.22	100.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.53	100.76	1.77	1.7%	1.04	1.0%	50%	False	False	8,652
10	102.53	100.22	2.31	2.3%	0.84	0.8%	61%	False	False	8,470
20	102.53	96.55	5.98	5.9%	0.86	0.8%	85%	False	False	8,869
40	102.53	93.41	9.12	9.0%	0.73	0.7%	90%	False	False	6,314

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	104.39
2.618	103.42
1.618	102.83
1.000	102.47
0.618	102.24
HIGH	101.88
0.618	101.65
0.500	101.59
0.382	101.52
LOW	101.29
0.618	100.93
1.000	100.70
1.618	100.34
2.618	99.75
4.250	98.78

Fisher Pivots for day following 27-Jun-2014
Pivot	1 day	3 day
R1	101.62	101.72
PP	101.60	101.69
S1	101.59	101.67

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

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