NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	106.91	106.14	-0.77	-0.7%	107.57
High	107.37	109.32	1.95	1.8%	107.60
Low	105.56	105.88	0.32	0.3%	103.53
Close	105.92	109.01	3.09	2.9%	106.42
Range	1.81	3.44	1.63	90.1%	4.07
ATR	1.88	1.99	0.11	5.9%	0.00
Volume	165,995	295,934	129,939	78.3%	1,305,749

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	118.39	117.14	110.90
R3	114.95	113.70	109.96
R2	111.51	111.51	109.64
R1	110.26	110.26	109.33	110.89
PP	108.07	108.07	108.07	108.38
S1	106.82	106.82	108.69	107.45
S2	104.63	104.63	108.38
S3	101.19	103.38	108.06
S4	97.75	99.94	107.12

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	118.06	116.31	108.66
R3	113.99	112.24	107.54
R2	109.92	109.92	107.17
R1	108.17	108.17	106.79	107.01
PP	105.85	105.85	105.85	105.27
S1	104.10	104.10	106.05	102.94
S2	101.78	101.78	105.67
S3	97.71	100.03	105.30
S4	93.64	95.96	104.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.32	103.53	5.79	5.3%	2.28	2.1%	95%	True	False	237,081
10	109.32	103.53	5.79	5.3%	1.93	1.8%	95%	True	False	226,691
20	109.32	101.82	7.50	6.9%	2.01	1.8%	96%	True	False	164,826
40	109.32	96.81	12.51	11.5%	1.92	1.8%	98%	True	False	118,163
60	109.32	92.24	17.08	15.7%	1.87	1.7%	98%	True	False	91,724
80	109.32	91.54	17.78	16.3%	1.84	1.7%	98%	True	False	73,651
100	109.32	86.47	22.85	21.0%	1.86	1.7%	99%	True	False	61,598
120	109.32	86.47	22.85	21.0%	1.77	1.6%	99%	True	False	52,665

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 159 trading days

Fibonacci Retracements and Extensions
4.250	123.94
2.618	118.33
1.618	114.89
1.000	112.76
0.618	111.45
HIGH	109.32
0.618	108.01
0.500	107.60
0.382	107.19
LOW	105.88
0.618	103.75
1.000	102.44
1.618	100.31
2.618	96.87
4.250	91.26

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	108.54	108.28
PP	108.07	107.54
S1	107.60	106.81

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

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