NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	101.18	100.45	-0.73	-0.7%	102.00
High	101.57	100.76	-0.81	-0.8%	103.73
Low	100.01	99.53	-0.48	-0.5%	100.26
Close	100.52	100.41	-0.11	-0.1%	101.33
Range	1.56	1.23	-0.33	-21.2%	3.47
ATR	1.63	1.60	-0.03	-1.7%	0.00
Volume	18,983	15,937	-3,046	-16.0%	71,576

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.92	103.40	101.09
R3	102.69	102.17	100.75
R2	101.46	101.46	100.64
R1	100.94	100.94	100.52	100.59
PP	100.23	100.23	100.23	100.06
S1	99.71	99.71	100.30	99.36
S2	99.00	99.00	100.18
S3	97.77	98.48	100.07
S4	96.54	97.25	99.73

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	112.18	110.23	103.24
R3	108.71	106.76	102.28
R2	105.24	105.24	101.97
R1	103.29	103.29	101.65	102.53
PP	101.77	101.77	101.77	101.40
S1	99.82	99.82	101.01	99.06
S2	98.30	98.30	100.69
S3	94.83	96.35	100.38
S4	91.36	92.88	99.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.73	99.53	4.20	4.2%	1.80	1.8%	21%	False	True	15,401
10	103.73	99.53	4.20	4.2%	1.56	1.6%	21%	False	True	15,623
20	106.22	99.53	6.69	6.7%	1.73	1.7%	13%	False	True	13,487
40	106.22	97.46	8.76	8.7%	1.47	1.5%	34%	False	False	11,348
60	106.22	93.50	12.72	12.7%	1.32	1.3%	54%	False	False	10,976
80	106.22	90.05	16.17	16.1%	1.30	1.3%	64%	False	False	9,169

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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.99
2.618	103.98
1.618	102.75
1.000	101.99
0.618	101.52
HIGH	100.76
0.618	100.29
0.500	100.15
0.382	100.00
LOW	99.53
0.618	98.77
1.000	98.30
1.618	97.54
2.618	96.31
4.250	94.30

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	100.32	100.84
PP	100.23	100.70
S1	100.15	100.55

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

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