NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	92.78	93.56	0.78	0.8%	92.91
High	94.05	94.26	0.21	0.2%	95.27
Low	92.23	93.29	1.06	1.1%	91.40
Close	93.21	93.50	0.29	0.3%	91.74
Range	1.82	0.97	-0.85	-46.7%	3.87
ATR	1.82	1.76	-0.05	-3.0%	0.00
Volume	20,398	20,705	307	1.5%	56,061

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.59	96.02	94.03
R3	95.62	95.05	93.77
R2	94.65	94.65	93.68
R1	94.08	94.08	93.59	93.88
PP	93.68	93.68	93.68	93.59
S1	93.11	93.11	93.41	92.91
S2	92.71	92.71	93.32
S3	91.74	92.14	93.23
S4	90.77	91.17	92.97

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.41	101.95	93.87
R3	100.54	98.08	92.80
R2	96.67	96.67	92.45
R1	94.21	94.21	92.09	93.51
PP	92.80	92.80	92.80	92.45
S1	90.34	90.34	91.39	89.64
S2	88.93	88.93	91.03
S3	85.06	86.47	90.68
S4	81.19	82.60	89.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.26	91.22	3.04	3.3%	1.77	1.9%	75%	True	False	18,960
10	95.31	91.22	4.09	4.4%	1.85	2.0%	56%	False	False	15,065
20	96.30	91.22	5.08	5.4%	1.69	1.8%	45%	False	False	12,934
40	96.30	85.96	10.34	11.1%	1.79	1.9%	73%	False	False	11,073
60	96.74	85.96	10.78	11.5%	1.58	1.7%	70%	False	False	9,216

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	0.42
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	98.38
2.618	96.80
1.618	95.83
1.000	95.23
0.618	94.86
HIGH	94.26
0.618	93.89
0.500	93.78
0.382	93.66
LOW	93.29
0.618	92.69
1.000	92.32
1.618	91.72
2.618	90.75
4.250	89.17

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	93.78	93.25
PP	93.68	92.99
S1	93.59	92.74

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

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