NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	102.78	103.89	1.11	1.1%	102.46
High	104.43	104.73	0.30	0.3%	104.80
Low	102.59	102.97	0.38	0.4%	100.93
Close	104.14	104.49	0.35	0.3%	104.14
Range	1.84	1.76	-0.08	-4.3%	3.87
ATR	1.93	1.91	-0.01	-0.6%	0.00
Volume	80,229	48,386	-31,843	-39.7%	352,145

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.34	108.68	105.46
R3	107.58	106.92	104.97
R2	105.82	105.82	104.81
R1	105.16	105.16	104.65	105.49
PP	104.06	104.06	104.06	104.23
S1	103.40	103.40	104.33	103.73
S2	102.30	102.30	104.17
S3	100.54	101.64	104.01
S4	98.78	99.88	103.52

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	114.90	113.39	106.27
R3	111.03	109.52	105.20
R2	107.16	107.16	104.85
R1	105.65	105.65	104.49	106.41
PP	103.29	103.29	103.29	103.67
S1	101.78	101.78	103.79	102.54
S2	99.42	99.42	103.43
S3	95.55	97.91	103.08
S4	91.68	94.04	102.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.80	101.23	3.57	3.4%	1.85	1.8%	91%	False	False	70,355
10	104.80	95.36	9.44	9.0%	1.96	1.9%	97%	False	False	79,701
20	104.80	92.24	12.56	12.0%	1.93	1.8%	98%	False	False	63,209
40	104.80	91.54	13.26	12.7%	1.83	1.7%	98%	False	False	43,360
60	104.80	87.85	16.95	16.2%	1.82	1.7%	98%	False	False	34,441
80	104.80	86.47	18.33	17.5%	1.79	1.7%	98%	False	False	28,470
100	104.80	86.47	18.33	17.5%	1.65	1.6%	98%	False	False	24,012
120	104.80	86.47	18.33	17.5%	1.52	1.5%	98%	False	False	21,369

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.21
2.618	109.34
1.618	107.58
1.000	106.49
0.618	105.82
HIGH	104.73
0.618	104.06
0.500	103.85
0.382	103.64
LOW	102.97
0.618	101.88
1.000	101.21
1.618	100.12
2.618	98.36
4.250	95.49

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	104.28	104.21
PP	104.06	103.92
S1	103.85	103.64

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

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