NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	104.52	103.15	-1.37	-1.3%	108.07
High	104.54	105.43	0.89	0.9%	108.60
Low	102.67	102.93	0.26	0.3%	103.90
Close	103.08	105.03	1.95	1.9%	104.70
Range	1.87	2.50	0.63	33.7%	4.70
ATR	2.02	2.05	0.03	1.7%	0.00
Volume	235,605	299,127	63,522	27.0%	1,283,203

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.96	111.00	106.41
R3	109.46	108.50	105.72
R2	106.96	106.96	105.49
R1	106.00	106.00	105.26	106.48
PP	104.46	104.46	104.46	104.71
S1	103.50	103.50	104.80	103.98
S2	101.96	101.96	104.57
S3	99.46	101.00	104.34
S4	96.96	98.50	103.66

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	119.83	116.97	107.29
R3	115.13	112.27	105.99
R2	110.43	110.43	105.56
R1	107.57	107.57	105.13	106.65
PP	105.73	105.73	105.73	105.28
S1	102.87	102.87	104.27	101.95
S2	101.03	101.03	103.84
S3	96.33	98.17	103.41
S4	91.63	93.47	102.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.87	102.67	3.20	3.0%	1.88	1.8%	74%	False	False	244,098
10	108.93	102.67	6.26	6.0%	2.06	2.0%	38%	False	False	254,756
20	108.93	99.43	9.50	9.0%	2.12	2.0%	59%	False	False	198,200
40	108.93	92.60	16.33	15.5%	2.00	1.9%	76%	False	False	143,409
60	108.93	91.68	17.25	16.4%	1.96	1.9%	77%	False	False	111,531
80	108.93	86.26	22.67	21.6%	2.02	1.9%	83%	False	False	91,799
100	108.93	86.26	22.67	21.6%	1.90	1.8%	83%	False	False	77,616
120	108.93	86.26	22.67	21.6%	1.79	1.7%	83%	False	False	67,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	116.06
2.618	111.98
1.618	109.48
1.000	107.93
0.618	106.98
HIGH	105.43
0.618	104.48
0.500	104.18
0.382	103.89
LOW	102.93
0.618	101.39
1.000	100.43
1.618	98.89
2.618	96.39
4.250	92.31

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	104.75	104.70
PP	104.46	104.38
S1	104.18	104.05

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

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