NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	97.88	98.60	0.72	0.7%	99.74
High	99.09	98.82	-0.27	-0.3%	99.76
Low	97.88	97.03	-0.85	-0.9%	97.03
Close	99.07	97.39	-1.68	-1.7%	97.39
Range	1.21	1.79	0.58	47.9%	2.73
ATR	0.76	0.85	0.09	12.1%	0.00
Volume	2,113	4,170	2,057	97.3%	14,262

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.12	102.04	98.37
R3	101.33	100.25	97.88
R2	99.54	99.54	97.72
R1	98.46	98.46	97.55	98.11
PP	97.75	97.75	97.75	97.57
S1	96.67	96.67	97.23	96.32
S2	95.96	95.96	97.06
S3	94.17	94.88	96.90
S4	92.38	93.09	96.41

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	106.25	104.55	98.89
R3	103.52	101.82	98.14
R2	100.79	100.79	97.89
R1	99.09	99.09	97.64	98.58
PP	98.06	98.06	98.06	97.80
S1	96.36	96.36	97.14	95.85
S2	95.33	95.33	96.89
S3	92.60	93.63	96.64
S4	89.87	90.90	95.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.76	97.03	2.73	2.8%	1.04	1.1%	13%	False	True	2,852
10	101.11	97.03	4.08	4.2%	0.88	0.9%	9%	False	True	3,140
20	101.33	97.03	4.30	4.4%	0.76	0.8%	8%	False	True	3,542
40	101.33	94.86	6.47	6.6%	0.67	0.7%	39%	False	False	2,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	106.43
2.618	103.51
1.618	101.72
1.000	100.61
0.618	99.93
HIGH	98.82
0.618	98.14
0.500	97.93
0.382	97.71
LOW	97.03
0.618	95.92
1.000	95.24
1.618	94.13
2.618	92.34
4.250	89.42

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	97.93	98.06
PP	97.75	97.84
S1	97.57	97.61

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

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