NYMEX Light Sweet Crude Oil Future October 2013

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

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	104.05	104.55	0.50	0.5%	106.15
High	104.77	104.64	-0.13	-0.1%	106.82
Low	103.07	103.09	0.02	0.0%	103.07
Close	104.47	104.01	-0.46	-0.4%	104.01
Range	1.70	1.55	-0.15	-8.8%	3.75
ATR	1.87	1.85	-0.02	-1.2%	0.00
Volume	73,754	84,249	10,495	14.2%	354,959

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.56	107.84	104.86
R3	107.01	106.29	104.44
R2	105.46	105.46	104.29
R1	104.74	104.74	104.15	104.33
PP	103.91	103.91	103.91	103.71
S1	103.19	103.19	103.87	102.78
S2	102.36	102.36	103.73
S3	100.81	101.64	103.58
S4	99.26	100.09	103.16

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	115.88	113.70	106.07
R3	112.13	109.95	105.04
R2	108.38	108.38	104.70
R1	106.20	106.20	104.35	105.42
PP	104.63	104.63	104.63	104.24
S1	102.45	102.45	103.67	101.67
S2	100.88	100.88	103.32
S3	97.13	98.70	102.98
S4	93.38	94.95	101.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.82	103.07	3.75	3.6%	1.86	1.8%	25%	False	False	70,991
10	107.05	102.97	4.08	3.9%	1.76	1.7%	25%	False	False	59,063
20	107.05	95.36	11.69	11.2%	1.84	1.8%	74%	False	False	69,305
40	107.05	91.54	15.51	14.9%	1.82	1.7%	80%	False	False	52,933
60	107.05	90.50	16.55	15.9%	1.82	1.8%	82%	False	False	41,627
80	107.05	86.47	20.58	19.8%	1.84	1.8%	85%	False	False	34,295
100	107.05	86.47	20.58	19.8%	1.71	1.6%	85%	False	False	28,976
120	107.05	86.47	20.58	19.8%	1.61	1.5%	85%	False	False	25,389

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	111.23
2.618	108.70
1.618	107.15
1.000	106.19
0.618	105.60
HIGH	104.64
0.618	104.05
0.500	103.87
0.382	103.68
LOW	103.09
0.618	102.13
1.000	101.54
1.618	100.58
2.618	99.03
4.250	96.50

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	103.96	104.55
PP	103.91	104.37
S1	103.87	104.19

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

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