NYMEX Light Sweet Crude Oil Future September 2013

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

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	102.84	104.15	1.31	1.3%	96.40
High	104.20	105.77	1.57	1.5%	103.49
Low	102.21	103.67	1.46	1.4%	95.98
Close	103.31	105.62	2.31	2.2%	103.05
Range	1.99	2.10	0.11	5.5%	7.51
ATR	2.10	2.12	0.03	1.2%	0.00
Volume	119,979	172,328	52,349	43.6%	589,400

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.32	110.57	106.78
R3	109.22	108.47	106.20
R2	107.12	107.12	106.01
R1	106.37	106.37	105.81	106.75
PP	105.02	105.02	105.02	105.21
S1	104.27	104.27	105.43	104.65
S2	102.92	102.92	105.24
S3	100.82	102.17	105.04
S4	98.72	100.07	104.47

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	123.37	120.72	107.18
R3	115.86	113.21	105.12
R2	108.35	108.35	104.43
R1	105.70	105.70	103.74	107.03
PP	100.84	100.84	100.84	101.50
S1	98.19	98.19	102.36	99.52
S2	93.33	93.33	101.67
S3	85.82	90.68	100.98
S4	78.31	83.17	98.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.77	99.43	6.34	6.0%	2.39	2.3%	98%	True	False	150,779
10	105.77	93.64	12.13	11.5%	2.15	2.0%	99%	True	False	132,519
20	105.77	92.60	13.17	12.5%	2.09	2.0%	99%	True	False	107,887
40	105.77	91.68	14.09	13.3%	1.99	1.9%	99%	True	False	81,258
60	105.77	86.26	19.51	18.5%	2.01	1.9%	99%	True	False	66,493
80	105.77	86.26	19.51	18.5%	1.92	1.8%	99%	True	False	55,756
100	105.77	86.26	19.51	18.5%	1.80	1.7%	99%	True	False	47,511
120	105.77	86.26	19.51	18.5%	1.67	1.6%	99%	True	False	42,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.70
2.618	111.27
1.618	109.17
1.000	107.87
0.618	107.07
HIGH	105.77
0.618	104.97
0.500	104.72
0.382	104.47
LOW	103.67
0.618	102.37
1.000	101.57
1.618	100.27
2.618	98.17
4.250	94.75

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	105.32	105.04
PP	105.02	104.46
S1	104.72	103.89

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

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