NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	105.39	104.08	-1.31	-1.2%	104.34
High	106.53	105.86	-0.67	-0.6%	106.53
Low	103.73	103.85	0.12	0.1%	102.00
Close	104.38	105.55	1.17	1.1%	105.55
Range	2.80	2.01	-0.79	-28.2%	4.53
ATR	2.17	2.16	-0.01	-0.5%	0.00
Volume	160,404	101,175	-59,229	-36.9%	643,023

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.12	110.34	106.66
R3	109.11	108.33	106.10
R2	107.10	107.10	105.92
R1	106.32	106.32	105.73	106.71
PP	105.09	105.09	105.09	105.28
S1	104.31	104.31	105.37	104.70
S2	103.08	103.08	105.18
S3	101.07	102.30	105.00
S4	99.06	100.29	104.44

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	118.28	116.45	108.04
R3	113.75	111.92	106.80
R2	109.22	109.22	106.38
R1	107.39	107.39	105.97	108.31
PP	104.69	104.69	104.69	105.15
S1	102.86	102.86	105.13	103.78
S2	100.16	100.16	104.72
S3	95.63	98.33	104.30
S4	91.10	93.80	103.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.53	102.00	4.53	4.3%	2.25	2.1%	78%	False	False	128,604
10	106.53	95.98	10.55	10.0%	2.23	2.1%	91%	False	False	133,045
20	106.53	92.60	13.93	13.2%	2.14	2.0%	93%	False	False	114,073
40	106.53	91.68	14.85	14.1%	2.02	1.9%	93%	False	False	86,177
60	106.53	86.26	20.27	19.2%	2.00	1.9%	95%	False	False	69,641
80	106.53	86.26	20.27	19.2%	1.93	1.8%	95%	False	False	58,625
100	106.53	86.26	20.27	19.2%	1.81	1.7%	95%	False	False	49,831
120	106.53	86.26	20.27	19.2%	1.69	1.6%	95%	False	False	44,599

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114.40
2.618	111.12
1.618	109.11
1.000	107.87
0.618	107.10
HIGH	105.86
0.618	105.09
0.500	104.86
0.382	104.62
LOW	103.85
0.618	102.61
1.000	101.84
1.618	100.60
2.618	98.59
4.250	95.31

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	105.32	105.40
PP	105.09	105.25
S1	104.86	105.10

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

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