NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	97.80	94.76	-3.04	-3.1%	97.66
High	97.80	95.53	-2.27	-2.3%	98.93
Low	94.45	92.71	-1.74	-1.8%	92.71
Close	94.84	93.28	-1.56	-1.6%	93.28
Range	3.35	2.82	-0.53	-15.8%	6.22
ATR	1.81	1.88	0.07	4.0%	0.00
Volume	50,244	50,134	-110	-0.2%	195,229

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.30	100.61	94.83
R3	99.48	97.79	94.06
R2	96.66	96.66	93.80
R1	94.97	94.97	93.54	94.41
PP	93.84	93.84	93.84	93.56
S1	92.15	92.15	93.02	91.59
S2	91.02	91.02	92.76
S3	88.20	89.33	92.50
S4	85.38	86.51	91.73

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.63	109.68	96.70
R3	107.41	103.46	94.99
R2	101.19	101.19	94.42
R1	97.24	97.24	93.85	96.11
PP	94.97	94.97	94.97	94.41
S1	91.02	91.02	92.71	89.89
S2	88.75	88.75	92.14
S3	82.53	84.80	91.57
S4	76.31	78.58	89.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.93	92.71	6.22	6.7%	1.94	2.1%	9%	False	True	39,045
10	98.93	92.71	6.22	6.7%	1.75	1.9%	9%	False	True	33,112
20	98.93	91.54	7.39	7.9%	1.80	1.9%	24%	False	False	29,012
40	98.93	89.65	9.28	9.9%	1.80	1.9%	39%	False	False	23,631
60	98.93	86.47	12.46	13.4%	1.80	1.9%	55%	False	False	19,445
80	98.93	86.47	12.46	13.4%	1.62	1.7%	55%	False	False	16,325
100	99.41	86.47	12.94	13.9%	1.50	1.6%	53%	False	False	14,661

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.52
2.618	102.91
1.618	100.09
1.000	98.35
0.618	97.27
HIGH	95.53
0.618	94.45
0.500	94.12
0.382	93.79
LOW	92.71
0.618	90.97
1.000	89.89
1.618	88.15
2.618	85.33
4.250	80.73

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	94.12	95.82
PP	93.84	94.97
S1	93.56	94.13

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

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