NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	102.53	104.49	1.96	1.9%	106.15
High	104.55	107.03	2.48	2.4%	106.82
Low	102.22	104.25	2.03	2.0%	103.07
Close	104.22	106.93	2.71	2.6%	104.01
Range	2.33	2.78	0.45	19.3%	3.75
ATR	1.85	1.92	0.07	3.7%	0.00
Volume	83,123	88,746	5,623	6.8%	354,959

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	114.41	113.45	108.46
R3	111.63	110.67	107.69
R2	108.85	108.85	107.44
R1	107.89	107.89	107.18	108.37
PP	106.07	106.07	106.07	106.31
S1	105.11	105.11	106.68	105.59
S2	103.29	103.29	106.42
S3	100.51	102.33	106.17
S4	97.73	99.55	105.40

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	107.03	102.10	4.93	4.6%	1.96	1.8%	98%	True	False	78,976
10	107.05	102.10	4.95	4.6%	1.94	1.8%	98%	False	False	72,759
20	107.05	99.44	7.61	7.1%	1.88	1.8%	98%	False	False	68,217
40	107.05	92.24	14.81	13.9%	1.86	1.7%	99%	False	False	57,859
60	107.05	91.54	15.51	14.5%	1.82	1.7%	99%	False	False	45,401
80	107.05	86.47	20.58	19.2%	1.86	1.7%	99%	False	False	37,727
100	107.05	86.47	20.58	19.2%	1.75	1.6%	99%	False	False	31,798
120	107.05	86.47	20.58	19.2%	1.65	1.5%	99%	False	False	27,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	118.85
2.618	114.31
1.618	111.53
1.000	109.81
0.618	108.75
HIGH	107.03
0.618	105.97
0.500	105.64
0.382	105.31
LOW	104.25
0.618	102.53
1.000	101.47
1.618	99.75
2.618	96.97
4.250	92.44

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	106.50	106.14
PP	106.07	105.35
S1	105.64	104.57

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

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