NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	105.09	105.67	0.58	0.6%	106.12
High	105.73	106.59	0.86	0.8%	106.93
Low	104.28	105.16	0.88	0.8%	101.82
Close	105.52	106.40	0.88	0.8%	105.16
Range	1.45	1.43	-0.02	-1.4%	5.11
ATR	1.98	1.94	-0.04	-2.0%	0.00
Volume	101,539	136,212	34,673	34.1%	510,199

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.34	109.80	107.19
R3	108.91	108.37	106.79
R2	107.48	107.48	106.66
R1	106.94	106.94	106.53	107.21
PP	106.05	106.05	106.05	106.19
S1	105.51	105.51	106.27	105.78
S2	104.62	104.62	106.14
S3	103.19	104.08	106.01
S4	101.76	102.65	105.61

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	106.59	101.82	4.77	4.5%	1.88	1.8%	96%	True	False	121,231
10	107.85	101.82	6.03	5.7%	2.09	2.0%	76%	False	False	102,961
20	107.85	101.82	6.03	5.7%	1.93	1.8%	76%	False	False	83,582
40	107.85	92.24	15.61	14.7%	1.93	1.8%	91%	False	False	73,333
60	107.85	91.54	16.31	15.3%	1.86	1.7%	91%	False	False	57,112
80	107.85	87.95	19.90	18.7%	1.85	1.7%	93%	False	False	47,073
100	107.85	86.47	21.38	20.1%	1.81	1.7%	93%	False	False	39,829
120	107.85	86.47	21.38	20.1%	1.69	1.6%	93%	False	False	34,216

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	0.53
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	112.67
2.618	110.33
1.618	108.90
1.000	108.02
0.618	107.47
HIGH	106.59
0.618	106.04
0.500	105.88
0.382	105.71
LOW	105.16
0.618	104.28
1.000	103.73
1.618	102.85
2.618	101.42
4.250	99.08

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	106.23	105.87
PP	106.05	105.34
S1	105.88	104.82

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

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