NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	104.49	103.83	-0.66	-0.6%	105.59
High	104.85	104.07	-0.78	-0.7%	106.68
Low	103.43	102.23	-1.20	-1.2%	103.02
Close	103.71	102.72	-0.99	-1.0%	103.71
Range	1.42	1.84	0.42	29.6%	3.66
ATR	1.95	1.94	-0.01	-0.4%	0.00
Volume	100,741	115,511	14,770	14.7%	465,818

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.53	107.46	103.73
R3	106.69	105.62	103.23
R2	104.85	104.85	103.06
R1	103.78	103.78	102.89	103.40
PP	103.01	103.01	103.01	102.81
S1	101.94	101.94	102.55	101.56
S2	101.17	101.17	102.38
S3	99.33	100.10	102.21
S4	97.49	98.26	101.71

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	115.45	113.24	105.72
R3	111.79	109.58	104.72
R2	108.13	108.13	104.38
R1	105.92	105.92	104.05	105.20
PP	104.47	104.47	104.47	104.11
S1	102.26	102.26	103.37	101.54
S2	100.81	100.81	103.04
S3	97.15	98.60	102.70
S4	93.49	94.94	101.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.68	102.23	4.45	4.3%	2.09	2.0%	11%	False	True	103,590
10	106.68	102.23	4.45	4.3%	1.89	1.8%	11%	False	True	89,631
20	109.70	102.22	7.48	7.3%	2.06	2.0%	7%	False	False	82,272
40	109.70	99.65	10.05	9.8%	1.82	1.8%	31%	False	False	74,002
60	109.70	93.94	15.76	15.3%	1.74	1.7%	56%	False	False	78,707
80	109.70	90.69	19.01	18.5%	1.75	1.7%	63%	False	False	76,755
100	109.70	89.55	20.15	19.6%	1.78	1.7%	65%	False	False	72,770
120	109.70	85.52	24.18	23.5%	1.82	1.8%	71%	False	False	70,223

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.89
2.618	108.89
1.618	107.05
1.000	105.91
0.618	105.21
HIGH	104.07
0.618	103.37
0.500	103.15
0.382	102.93
LOW	102.23
0.618	101.09
1.000	100.39
1.618	99.25
2.618	97.41
4.250	94.41

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	103.15	104.46
PP	103.01	103.88
S1	102.86	103.30

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

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