NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	99.88	102.46	2.58	2.6%	95.78
High	102.11	102.47	0.36	0.4%	102.11
Low	99.44	100.93	1.49	1.5%	95.36
Close	101.80	101.94	0.14	0.1%	101.80
Range	2.67	1.54	-1.13	-42.3%	6.75
ATR	1.95	1.93	-0.03	-1.5%	0.00
Volume	110,936	48,753	-62,183	-56.1%	396,485

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.40	105.71	102.79
R3	104.86	104.17	102.36
R2	103.32	103.32	102.22
R1	102.63	102.63	102.08	102.21
PP	101.78	101.78	101.78	101.57
S1	101.09	101.09	101.80	100.67
S2	100.24	100.24	101.66
S3	98.70	99.55	101.52
S4	97.16	98.01	101.09

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	120.01	117.65	105.51
R3	113.26	110.90	103.66
R2	106.51	106.51	103.04
R1	104.15	104.15	102.42	105.33
PP	99.76	99.76	99.76	100.35
S1	97.40	97.40	101.18	98.58
S2	93.01	93.01	100.56
S3	86.26	90.65	99.94
S4	79.51	83.90	98.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.47	95.36	7.11	7.0%	2.06	2.0%	93%	True	False	89,047
10	102.47	92.24	10.23	10.0%	1.96	1.9%	95%	True	False	71,718
20	102.47	92.24	10.23	10.0%	1.85	1.8%	95%	True	False	52,415
40	102.47	91.54	10.93	10.7%	1.84	1.8%	95%	True	False	37,028
60	102.47	86.47	16.00	15.7%	1.88	1.8%	97%	True	False	29,889
80	102.47	86.47	16.00	15.7%	1.74	1.7%	97%	True	False	24,481
100	102.47	86.47	16.00	15.7%	1.62	1.6%	97%	True	False	20,849
120	102.47	86.47	16.00	15.7%	1.49	1.5%	97%	True	False	18,695

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.38
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	109.02
2.618	106.50
1.618	104.96
1.000	104.01
0.618	103.42
HIGH	102.47
0.618	101.88
0.500	101.70
0.382	101.52
LOW	100.93
0.618	99.98
1.000	99.39
1.618	98.44
2.618	96.90
4.250	94.39

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	101.86	101.44
PP	101.78	100.93
S1	101.70	100.43

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

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