NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	103.16	105.09	1.93	1.9%	106.12
High	105.35	105.73	0.38	0.4%	106.93
Low	103.04	104.28	1.24	1.2%	101.82
Close	105.16	105.52	0.36	0.3%	105.16
Range	2.31	1.45	-0.86	-37.2%	5.11
ATR	2.02	1.98	-0.04	-2.0%	0.00
Volume	145,106	101,539	-43,567	-30.0%	510,199

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.53	108.97	106.32
R3	108.08	107.52	105.92
R2	106.63	106.63	105.79
R1	106.07	106.07	105.65	106.35
PP	105.18	105.18	105.18	105.32
S1	104.62	104.62	105.39	104.90
S2	103.73	103.73	105.25
S3	102.28	103.17	105.12
S4	100.83	101.72	104.72

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	119.97	117.67	107.97
R3	114.86	112.56	106.57
R2	109.75	109.75	106.10
R1	107.45	107.45	105.63	106.05
PP	104.64	104.64	104.64	103.93
S1	102.34	102.34	104.69	100.94
S2	99.53	99.53	104.22
S3	94.42	97.23	103.75
S4	89.31	92.12	102.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.55	101.82	4.73	4.5%	2.04	1.9%	78%	False	False	106,381
10	107.85	101.82	6.03	5.7%	2.12	2.0%	61%	False	False	96,619
20	107.85	101.82	6.03	5.7%	1.92	1.8%	61%	False	False	78,720
40	107.85	92.24	15.61	14.8%	1.92	1.8%	85%	False	False	70,965
60	107.85	91.54	16.31	15.5%	1.86	1.8%	86%	False	False	55,147
80	107.85	87.85	20.00	19.0%	1.84	1.7%	88%	False	False	45,511
100	107.85	86.47	21.38	20.3%	1.81	1.7%	89%	False	False	38,520
120	107.85	86.47	21.38	20.3%	1.69	1.6%	89%	False	False	33,130

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	0.47
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	111.89
2.618	109.53
1.618	108.08
1.000	107.18
0.618	106.63
HIGH	105.73
0.618	105.18
0.500	105.01
0.382	104.83
LOW	104.28
0.618	103.38
1.000	102.83
1.618	101.93
2.618	100.48
4.250	98.12

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	105.35	104.94
PP	105.18	104.36
S1	105.01	103.78

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

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