NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	96.82	97.65	0.83	0.9%	96.79
High	97.81	98.02	0.21	0.2%	97.61
Low	96.55	97.17	0.62	0.6%	96.13
Close	97.76	97.49	-0.27	-0.3%	96.76
Range	1.26	0.85	-0.41	-32.5%	1.48
ATR	0.94	0.93	-0.01	-0.7%	0.00
Volume	13,287	10,206	-3,081	-23.2%	56,104

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	100.11	99.65	97.96
R3	99.26	98.80	97.72
R2	98.41	98.41	97.65
R1	97.95	97.95	97.57	97.76
PP	97.56	97.56	97.56	97.46
S1	97.10	97.10	97.41	96.91
S2	96.71	96.71	97.33
S3	95.86	96.25	97.26
S4	95.01	95.40	97.02

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.27	100.50	97.57
R3	99.79	99.02	97.17
R2	98.31	98.31	97.03
R1	97.54	97.54	96.90	97.19
PP	96.83	96.83	96.83	96.66
S1	96.06	96.06	96.62	95.71
S2	95.35	95.35	96.49
S3	93.87	94.58	96.35
S4	92.39	93.10	95.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.02	96.46	1.56	1.6%	0.94	1.0%	66%	True	False	12,167
10	98.49	96.13	2.36	2.4%	1.03	1.1%	58%	False	False	9,992
20	100.52	96.13	4.39	4.5%	0.87	0.9%	31%	False	False	8,246

Crabel Price Patterns
NR	True
NR4	True
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	0.12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.63
2.618	100.25
1.618	99.40
1.000	98.87
0.618	98.55
HIGH	98.02
0.618	97.70
0.500	97.60
0.382	97.49
LOW	97.17
0.618	96.64
1.000	96.32
1.618	95.79
2.618	94.94
4.250	93.56

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	97.60	97.41
PP	97.56	97.32
S1	97.53	97.24

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

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