NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	94.30	94.40	0.10	0.1%	97.66
High	95.36	95.03	-0.33	-0.3%	98.93
Low	93.88	93.21	-0.67	-0.7%	92.71
Close	94.67	94.88	0.21	0.2%	93.28
Range	1.48	1.82	0.34	23.0%	6.22
ATR	1.91	1.90	-0.01	-0.3%	0.00
Volume	56,282	85,457	29,175	51.8%	195,229

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.83	99.18	95.88
R3	98.01	97.36	95.38
R2	96.19	96.19	95.21
R1	95.54	95.54	95.05	95.87
PP	94.37	94.37	94.37	94.54
S1	93.72	93.72	94.71	94.05
S2	92.55	92.55	94.55
S3	90.73	91.90	94.38
S4	88.91	90.08	93.88

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	97.80	92.24	5.56	5.9%	2.43	2.6%	47%	False	False	54,988
10	98.93	92.24	6.69	7.1%	1.92	2.0%	39%	False	False	41,215
20	98.93	91.54	7.39	7.8%	1.81	1.9%	45%	False	False	35,258
40	98.93	89.65	9.28	9.8%	1.84	1.9%	56%	False	False	26,888
60	98.93	86.47	12.46	13.1%	1.84	1.9%	67%	False	False	21,924
80	98.93	86.47	12.46	13.1%	1.66	1.7%	67%	False	False	18,291
100	99.41	86.47	12.94	13.6%	1.55	1.6%	65%	False	False	16,210

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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.77
2.618	99.79
1.618	97.97
1.000	96.85
0.618	96.15
HIGH	95.03
0.618	94.33
0.500	94.12
0.382	93.91
LOW	93.21
0.618	92.09
1.000	91.39
1.618	90.27
2.618	88.45
4.250	85.48

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	94.63	94.52
PP	94.37	94.16
S1	94.12	93.80

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

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