NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	97.85	97.93	0.08	0.1%	96.09
High	98.74	98.67	-0.07	-0.1%	98.25
Low	97.38	97.41	0.03	0.0%	94.04
Close	97.77	98.44	0.67	0.7%	97.85
Range	1.36	1.26	-0.10	-7.4%	4.21
ATR	1.93	1.88	-0.05	-2.5%	0.00
Volume	242,794	145,618	-97,176	-40.0%	1,202,300

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.95	101.46	99.13
R3	100.69	100.20	98.79
R2	99.43	99.43	98.67
R1	98.94	98.94	98.56	99.19
PP	98.17	98.17	98.17	98.30
S1	97.68	97.68	98.32	97.93
S2	96.91	96.91	98.21
S3	95.65	96.42	98.09
S4	94.39	95.16	97.75

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.34	107.81	100.17
R3	105.13	103.60	99.01
R2	100.92	100.92	98.62
R1	99.39	99.39	98.24	100.16
PP	96.71	96.71	96.71	97.10
S1	95.18	95.18	97.46	95.95
S2	92.50	92.50	97.08
S3	88.29	90.97	96.69
S4	84.08	86.76	95.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.74	94.46	4.28	4.3%	1.67	1.7%	93%	False	False	219,727
10	98.74	93.41	5.33	5.4%	1.66	1.7%	94%	False	False	245,761
20	98.74	91.26	7.48	7.6%	1.91	1.9%	96%	False	False	263,339
40	98.74	88.09	10.65	10.8%	2.01	2.0%	97%	False	False	184,647
60	98.74	86.16	12.58	12.8%	2.01	2.0%	98%	False	False	140,753
80	98.74	86.16	12.58	12.8%	1.85	1.9%	98%	False	False	112,010
100	99.77	86.16	13.61	13.8%	1.76	1.8%	90%	False	False	94,861
120	99.77	86.16	13.61	13.8%	1.66	1.7%	90%	False	False	81,383

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	104.03
2.618	101.97
1.618	100.71
1.000	99.93
0.618	99.45
HIGH	98.67
0.618	98.19
0.500	98.04
0.382	97.89
LOW	97.41
0.618	96.63
1.000	96.15
1.618	95.37
2.618	94.11
4.250	92.06

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	98.31	98.15
PP	98.17	97.87
S1	98.04	97.58

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

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