NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	94.32	92.67	-1.65	-1.7%	96.96
High	94.88	94.26	-0.62	-0.7%	98.41
Low	92.18	91.95	-0.23	-0.2%	92.18
Close	92.74	93.91	1.17	1.3%	92.74
Range	2.70	2.31	-0.39	-14.4%	6.23
ATR	1.81	1.84	0.04	2.0%	0.00
Volume	31,062	23,206	-7,856	-25.3%	120,174

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.30	99.42	95.18
R3	97.99	97.11	94.55
R2	95.68	95.68	94.33
R1	94.80	94.80	94.12	95.24
PP	93.37	93.37	93.37	93.60
S1	92.49	92.49	93.70	92.93
S2	91.06	91.06	93.49
S3	88.75	90.18	93.27
S4	86.44	87.87	92.64

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.13	109.17	96.17
R3	106.90	102.94	94.45
R2	100.67	100.67	93.88
R1	96.71	96.71	93.31	95.58
PP	94.44	94.44	94.44	93.88
S1	90.48	90.48	92.17	89.35
S2	88.21	88.21	91.60
S3	81.98	84.25	91.03
S4	75.75	78.02	89.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.41	91.95	6.46	6.9%	2.06	2.2%	30%	False	True	23,650
10	98.41	91.95	6.46	6.9%	1.75	1.9%	30%	False	True	20,470
20	98.41	91.22	7.19	7.7%	1.77	1.9%	37%	False	False	19,960
40	98.41	89.26	9.15	9.7%	1.73	1.8%	51%	False	False	15,384
60	98.41	85.96	12.45	13.3%	1.72	1.8%	64%	False	False	12,795
80	98.41	85.96	12.45	13.3%	1.55	1.6%	64%	False	False	10,887

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.08
2.618	100.31
1.618	98.00
1.000	96.57
0.618	95.69
HIGH	94.26
0.618	93.38
0.500	93.11
0.382	92.83
LOW	91.95
0.618	90.52
1.000	89.64
1.618	88.21
2.618	85.90
4.250	82.13

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	93.64	94.46
PP	93.37	94.27
S1	93.11	94.09

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

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