NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	101.48	100.35	-1.13	-1.1%	102.00
High	101.52	100.63	-0.89	-0.9%	102.53
Low	100.34	100.16	-0.18	-0.2%	100.76
Close	100.82	100.50	-0.32	-0.3%	101.64
Range	1.18	0.47	-0.71	-60.2%	1.77
ATR	0.88	0.86	-0.02	-1.8%	0.00
Volume	7,993	7,726	-267	-3.3%	43,264

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.84	101.64	100.76
R3	101.37	101.17	100.63
R2	100.90	100.90	100.59
R1	100.70	100.70	100.54	100.80
PP	100.43	100.43	100.43	100.48
S1	100.23	100.23	100.46	100.33
S2	99.96	99.96	100.41
S3	99.49	99.76	100.37
S4	99.02	99.29	100.24

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	101.88	100.16	1.72	1.7%	0.77	0.8%	20%	False	True	7,183
10	102.53	100.16	2.37	2.4%	0.89	0.9%	14%	False	True	7,665
20	102.53	97.04	5.49	5.5%	0.89	0.9%	63%	False	False	8,476
40	102.53	93.80	8.73	8.7%	0.75	0.7%	77%	False	False	6,673

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.16
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	102.63
2.618	101.86
1.618	101.39
1.000	101.10
0.618	100.92
HIGH	100.63
0.618	100.45
0.500	100.40
0.382	100.34
LOW	100.16
0.618	99.87
1.000	99.69
1.618	99.40
2.618	98.93
4.250	98.16

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	100.47	101.02
PP	100.43	100.84
S1	100.40	100.67

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

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