NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	103.87	102.53	-1.34	-1.3%	106.15
High	103.87	104.55	0.68	0.7%	106.82
Low	102.10	102.22	0.12	0.1%	103.07
Close	102.50	104.22	1.72	1.7%	104.01
Range	1.77	2.33	0.56	31.6%	3.75
ATR	1.81	1.85	0.04	2.0%	0.00
Volume	72,792	83,123	10,331	14.2%	354,959

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.65	109.77	105.50
R3	108.32	107.44	104.86
R2	105.99	105.99	104.65
R1	105.11	105.11	104.43	105.55
PP	103.66	103.66	103.66	103.89
S1	102.78	102.78	104.01	103.22
S2	101.33	101.33	103.79
S3	99.00	100.45	103.58
S4	96.67	98.12	102.94

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	104.77	102.10	2.67	2.6%	1.74	1.7%	79%	False	False	75,978
10	107.05	102.10	4.95	4.7%	1.86	1.8%	43%	False	False	68,536
20	107.05	98.38	8.67	8.3%	1.86	1.8%	67%	False	False	71,345
40	107.05	92.24	14.81	14.2%	1.81	1.7%	81%	False	False	56,445
60	107.05	91.54	15.51	14.9%	1.79	1.7%	82%	False	False	44,280
80	107.05	86.47	20.58	19.7%	1.84	1.8%	86%	False	False	36,681
100	107.05	86.47	20.58	19.7%	1.73	1.7%	86%	False	False	30,969
120	107.05	86.47	20.58	19.7%	1.63	1.6%	86%	False	False	27,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114.45
2.618	110.65
1.618	108.32
1.000	106.88
0.618	105.99
HIGH	104.55
0.618	103.66
0.500	103.39
0.382	103.11
LOW	102.22
0.618	100.78
1.000	99.89
1.618	98.45
2.618	96.12
4.250	92.32

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	103.94	103.93
PP	103.66	103.64
S1	103.39	103.36

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

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