NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	92.12	93.56	1.44	1.6%	94.00
High	93.95	94.70	0.75	0.8%	96.04
Low	91.68	92.69	1.01	1.1%	91.89
Close	93.73	93.65	-0.08	-0.1%	92.30
Range	2.27	2.01	-0.26	-11.5%	4.15
ATR	2.01	2.01	0.00	0.0%	0.00
Volume	88,709	64,705	-24,004	-27.1%	217,812

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.71	98.69	94.76
R3	97.70	96.68	94.20
R2	95.69	95.69	94.02
R1	94.67	94.67	93.83	95.18
PP	93.68	93.68	93.68	93.94
S1	92.66	92.66	93.47	93.17
S2	91.67	91.67	93.28
S3	89.66	90.65	93.10
S4	87.65	88.64	92.54

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.86	103.23	94.58
R3	101.71	99.08	93.44
R2	97.56	97.56	93.06
R1	94.93	94.93	92.68	94.17
PP	93.41	93.41	93.41	93.03
S1	90.78	90.78	91.92	90.02
S2	89.26	89.26	91.54
S3	85.11	86.63	91.16
S4	80.96	82.48	90.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.40	91.68	3.72	4.0%	2.20	2.3%	53%	False	False	67,040
10	97.00	91.68	5.32	5.7%	2.04	2.2%	37%	False	False	54,758
20	97.28	91.68	5.60	6.0%	1.88	2.0%	35%	False	False	47,775
40	97.28	86.26	11.02	11.8%	2.03	2.2%	67%	False	False	40,188
60	97.66	86.26	11.40	12.2%	1.83	1.9%	65%	False	False	33,754
80	99.69	86.26	13.43	14.3%	1.69	1.8%	55%	False	False	29,277
100	99.69	86.26	13.43	14.3%	1.55	1.7%	55%	False	False	26,529
120	99.69	86.26	13.43	14.3%	1.44	1.5%	55%	False	False	22,943

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.44
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	103.24
2.618	99.96
1.618	97.95
1.000	96.71
0.618	95.94
HIGH	94.70
0.618	93.93
0.500	93.70
0.382	93.46
LOW	92.69
0.618	91.45
1.000	90.68
1.618	89.44
2.618	87.43
4.250	84.15

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	93.70	93.50
PP	93.68	93.34
S1	93.67	93.19

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

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