NYMEX Light Sweet Crude Oil Future January 2015

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

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	97.51	97.99	0.48	0.5%	100.52
High	98.25	99.00	0.75	0.8%	100.55
Low	97.39	97.67	0.28	0.3%	97.53
Close	97.95	98.55	0.60	0.6%	97.90
Range	0.86	1.33	0.47	54.7%	3.02
ATR	1.01	1.03	0.02	2.2%	0.00
Volume	13,561	11,148	-2,413	-17.8%	38,502

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	102.40	101.80	99.28
R3	101.07	100.47	98.92
R2	99.74	99.74	98.79
R1	99.14	99.14	98.67	99.44
PP	98.41	98.41	98.41	98.56
S1	97.81	97.81	98.43	98.11
S2	97.08	97.08	98.31
S3	95.75	96.48	98.18
S4	94.42	95.15	97.82

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	107.72	105.83	99.56
R3	104.70	102.81	98.73
R2	101.68	101.68	98.45
R1	99.79	99.79	98.18	99.23
PP	98.66	98.66	98.66	98.38
S1	96.77	96.77	97.62	96.21
S2	95.64	95.64	97.35
S3	92.62	93.75	97.07
S4	89.60	90.73	96.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.45	97.00	2.45	2.5%	1.30	1.3%	63%	False	False	11,682
10	100.63	97.00	3.63	3.7%	1.10	1.1%	43%	False	False	9,542
20	102.53	97.00	5.53	5.6%	1.01	1.0%	28%	False	False	8,618
40	102.53	96.55	5.98	6.1%	0.88	0.9%	33%	False	False	7,934
60	102.53	93.32	9.21	9.3%	0.80	0.8%	57%	False	False	6,573

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.65
2.618	102.48
1.618	101.15
1.000	100.33
0.618	99.82
HIGH	99.00
0.618	98.49
0.500	98.34
0.382	98.18
LOW	97.67
0.618	96.85
1.000	96.34
1.618	95.52
2.618	94.19
4.250	92.02

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	98.48	98.37
PP	98.41	98.18
S1	98.34	98.00

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

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