NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	103.89	104.64	0.75	0.7%	102.46
High	104.73	105.32	0.59	0.6%	104.80
Low	102.97	104.11	1.14	1.1%	100.93
Close	104.49	104.39	-0.10	-0.1%	104.14
Range	1.76	1.21	-0.55	-31.3%	3.87
ATR	1.91	1.86	-0.05	-2.6%	0.00
Volume	48,386	38,984	-9,402	-19.4%	352,145

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.24	107.52	105.06
R3	107.03	106.31	104.72
R2	105.82	105.82	104.61
R1	105.10	105.10	104.50	104.86
PP	104.61	104.61	104.61	104.48
S1	103.89	103.89	104.28	103.65
S2	103.40	103.40	104.17
S3	102.19	102.68	104.06
S4	100.98	101.47	103.72

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	105.32	102.39	2.93	2.8%	1.76	1.7%	68%	True	False	64,532
10	105.32	96.81	8.51	8.2%	1.87	1.8%	89%	True	False	78,799
20	105.32	92.24	13.08	12.5%	1.92	1.8%	93%	True	False	63,083
40	105.32	91.54	13.78	13.2%	1.82	1.7%	93%	True	False	43,877
60	105.32	87.95	17.37	16.6%	1.83	1.7%	95%	True	False	34,903
80	105.32	86.47	18.85	18.1%	1.78	1.7%	95%	True	False	28,891
100	105.32	86.47	18.85	18.1%	1.64	1.6%	95%	True	False	24,343
120	105.32	86.47	18.85	18.1%	1.53	1.5%	95%	True	False	21,651

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.40
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	110.46
2.618	108.49
1.618	107.28
1.000	106.53
0.618	106.07
HIGH	105.32
0.618	104.86
0.500	104.72
0.382	104.57
LOW	104.11
0.618	103.36
1.000	102.90
1.618	102.15
2.618	100.94
4.250	98.97

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	104.72	104.25
PP	104.61	104.10
S1	104.50	103.96

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

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