NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	98.62	99.20	0.58	0.6%	96.81
High	99.30	99.70	0.40	0.4%	99.49
Low	98.53	99.05	0.52	0.5%	96.52
Close	99.22	99.55	0.33	0.3%	99.32
Range	0.77	0.65	-0.12	-15.6%	2.97
ATR	1.27	1.23	-0.04	-3.5%	0.00
Volume	51,877	65,666	13,789	26.6%	785,792

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.38	101.12	99.91
R3	100.73	100.47	99.73
R2	100.08	100.08	99.67
R1	99.82	99.82	99.61	99.95
PP	99.43	99.43	99.43	99.50
S1	99.17	99.17	99.49	99.30
S2	98.78	98.78	99.43
S3	98.13	98.52	99.37
S4	97.48	97.87	99.19

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.35	106.31	100.95
R3	104.38	103.34	100.14
R2	101.41	101.41	99.86
R1	100.37	100.37	99.59	100.89
PP	98.44	98.44	98.44	98.71
S1	97.40	97.40	99.05	97.92
S2	95.47	95.47	98.78
S3	92.50	94.43	98.50
S4	89.53	91.46	97.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.70	97.76	1.94	1.9%	0.94	0.9%	92%	True	False	113,775
10	99.70	96.52	3.18	3.2%	1.02	1.0%	95%	True	False	124,381
20	99.70	92.10	7.60	7.6%	1.28	1.3%	98%	True	False	103,918
40	99.70	92.10	7.60	7.6%	1.34	1.3%	98%	True	False	74,177
60	102.52	92.10	10.42	10.5%	1.41	1.4%	71%	False	False	61,186
80	104.67	92.10	12.57	12.6%	1.43	1.4%	59%	False	False	49,642
100	106.22	92.10	14.12	14.2%	1.44	1.4%	53%	False	False	41,628
120	106.22	92.10	14.12	14.2%	1.38	1.4%	53%	False	False	36,403

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	102.46
2.618	101.40
1.618	100.75
1.000	100.35
0.618	100.10
HIGH	99.70
0.618	99.45
0.500	99.38
0.382	99.30
LOW	99.05
0.618	98.65
1.000	98.40
1.618	98.00
2.618	97.35
4.250	96.29

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	99.49	99.41
PP	99.43	99.26
S1	99.38	99.12

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

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