NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	97.61	96.27	-1.34	-1.4%	98.05
High	98.03	96.80	-1.23	-1.3%	99.36
Low	96.38	95.22	-1.16	-1.2%	97.75
Close	97.01	95.79	-1.22	-1.3%	98.76
Range	1.65	1.58	-0.07	-4.2%	1.61
ATR	1.08	1.13	0.05	4.7%	0.00
Volume	12,299	11,314	-985	-8.0%	80,483

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.68	99.81	96.66
R3	99.10	98.23	96.22
R2	97.52	97.52	96.08
R1	96.65	96.65	95.93	96.30
PP	95.94	95.94	95.94	95.76
S1	95.07	95.07	95.65	94.72
S2	94.36	94.36	95.50
S3	92.78	93.49	95.36
S4	91.20	91.91	94.92

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.45	102.72	99.65
R3	101.84	101.11	99.20
R2	100.23	100.23	99.06
R1	99.50	99.50	98.91	99.87
PP	98.62	98.62	98.62	98.81
S1	97.89	97.89	98.61	98.26
S2	97.01	97.01	98.46
S3	95.40	96.28	98.32
S4	93.79	94.67	97.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.82	95.22	3.60	3.8%	1.27	1.3%	16%	False	True	12,098
10	99.36	95.22	4.14	4.3%	1.16	1.2%	14%	False	True	16,765
20	100.63	95.22	5.41	5.6%	1.13	1.2%	11%	False	True	13,154
40	102.53	95.22	7.31	7.6%	1.02	1.1%	8%	False	True	11,051
60	102.53	93.73	8.80	9.2%	0.88	0.9%	23%	False	False	8,768

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.52
2.618	100.94
1.618	99.36
1.000	98.38
0.618	97.78
HIGH	96.80
0.618	96.20
0.500	96.01
0.382	95.82
LOW	95.22
0.618	94.24
1.000	93.64
1.618	92.66
2.618	91.08
4.250	88.51

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	96.01	96.66
PP	95.94	96.37
S1	95.86	96.08

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

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