NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	95.03	96.44	1.41	1.5%	92.12
High	96.61	96.55	-0.06	-0.1%	96.61
Low	94.03	95.51	1.48	1.6%	91.68
Close	96.32	96.07	-0.25	-0.3%	96.32
Range	2.58	1.04	-1.54	-59.7%	4.93
ATR	1.97	1.90	-0.07	-3.4%	0.00
Volume	66,937	100,109	33,172	49.6%	351,977

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.16	98.66	96.64
R3	98.12	97.62	96.36
R2	97.08	97.08	96.26
R1	96.58	96.58	96.17	96.31
PP	96.04	96.04	96.04	95.91
S1	95.54	95.54	95.97	95.27
S2	95.00	95.00	95.88
S3	93.96	94.50	95.78
S4	92.92	93.46	95.50

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.66	107.92	99.03
R3	104.73	102.99	97.68
R2	99.80	99.80	97.22
R1	98.06	98.06	96.77	98.93
PP	94.87	94.87	94.87	95.31
S1	93.13	93.13	95.87	94.00
S2	89.94	89.94	95.42
S3	85.01	88.20	94.96
S4	80.08	83.27	93.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.61	92.69	3.92	4.1%	1.65	1.7%	86%	False	False	72,675
10	96.61	91.68	4.93	5.1%	1.98	2.1%	89%	False	False	66,989
20	97.28	91.68	5.60	5.8%	1.87	1.9%	78%	False	False	53,290
40	97.28	86.26	11.02	11.5%	2.02	2.1%	89%	False	False	45,433
60	97.66	86.26	11.40	11.9%	1.85	1.9%	86%	False	False	37,389
80	99.40	86.26	13.14	13.7%	1.71	1.8%	75%	False	False	31,743
100	99.69	86.26	13.43	14.0%	1.57	1.6%	73%	False	False	29,042
120	99.69	86.26	13.43	14.0%	1.47	1.5%	73%	False	False	25,286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	100.97
2.618	99.27
1.618	98.23
1.000	97.59
0.618	97.19
HIGH	96.55
0.618	96.15
0.500	96.03
0.382	95.91
LOW	95.51
0.618	94.87
1.000	94.47
1.618	93.83
2.618	92.79
4.250	91.09

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	96.06	95.81
PP	96.04	95.54
S1	96.03	95.28

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

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