NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	95.78	97.03	1.25	1.3%	93.36
High	97.38	98.48	1.10	1.1%	97.00
Low	95.36	96.81	1.45	1.5%	92.24
Close	97.02	98.38	1.36	1.4%	95.81
Range	2.02	1.67	-0.35	-17.3%	4.76
ATR	1.88	1.86	-0.01	-0.8%	0.00
Volume	48,007	86,240	38,233	79.6%	271,947

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.90	102.31	99.30
R3	101.23	100.64	98.84
R2	99.56	99.56	98.69
R1	98.97	98.97	98.53	99.27
PP	97.89	97.89	97.89	98.04
S1	97.30	97.30	98.23	97.60
S2	96.22	96.22	98.07
S3	94.55	95.63	97.92
S4	92.88	93.96	97.46

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.30	107.31	98.43
R3	104.54	102.55	97.12
R2	99.78	99.78	96.68
R1	97.79	97.79	96.25	98.79
PP	95.02	95.02	95.02	95.51
S1	93.03	93.03	95.37	94.03
S2	90.26	90.26	94.94
S3	85.50	88.27	94.50
S4	80.74	83.51	93.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.48	93.21	5.27	5.4%	1.76	1.8%	98%	True	False	63,417
10	98.93	92.24	6.69	6.8%	2.04	2.1%	92%	False	False	53,242
20	98.93	92.24	6.69	6.8%	1.76	1.8%	92%	False	False	41,546
40	98.93	91.54	7.39	7.5%	1.76	1.8%	93%	False	False	30,748
60	98.93	86.47	12.46	12.7%	1.84	1.9%	96%	False	False	25,127
80	98.93	86.47	12.46	12.7%	1.70	1.7%	96%	False	False	20,875
100	99.41	86.47	12.94	13.2%	1.58	1.6%	92%	False	False	18,196

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	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.58
2.618	102.85
1.618	101.18
1.000	100.15
0.618	99.51
HIGH	98.48
0.618	97.84
0.500	97.65
0.382	97.45
LOW	96.81
0.618	95.78
1.000	95.14
1.618	94.11
2.618	92.44
4.250	89.71

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	98.14	97.89
PP	97.89	97.41
S1	97.65	96.92

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

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