NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	94.14	95.43	1.29	1.4%	92.67
High	95.93	96.07	0.14	0.1%	96.07
Low	94.14	94.83	0.69	0.7%	91.95
Close	95.61	95.10	-0.51	-0.5%	95.10
Range	1.79	1.24	-0.55	-30.7%	4.12
ATR	1.80	1.76	-0.04	-2.2%	0.00
Volume	21,605	18,745	-2,860	-13.2%	151,588

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.05	98.32	95.78
R3	97.81	97.08	95.44
R2	96.57	96.57	95.33
R1	95.84	95.84	95.21	95.59
PP	95.33	95.33	95.33	95.21
S1	94.60	94.60	94.99	94.35
S2	94.09	94.09	94.87
S3	92.85	93.36	94.76
S4	91.61	92.12	94.42

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.73	105.04	97.37
R3	102.61	100.92	96.23
R2	98.49	98.49	95.86
R1	96.80	96.80	95.48	97.65
PP	94.37	94.37	94.37	94.80
S1	92.68	92.68	94.72	93.53
S2	90.25	90.25	94.34
S3	86.13	88.56	93.97
S4	82.01	84.44	92.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.07	91.95	4.12	4.3%	1.66	1.7%	76%	True	False	30,317
10	98.41	91.95	6.46	6.8%	1.76	1.8%	49%	False	False	27,176
20	98.41	91.22	7.19	7.6%	1.65	1.7%	54%	False	False	23,576
40	98.41	91.22	7.19	7.6%	1.66	1.7%	54%	False	False	17,585
60	98.41	85.96	12.45	13.1%	1.71	1.8%	73%	False	False	14,600
80	98.41	85.96	12.45	13.1%	1.57	1.7%	73%	False	False	12,230

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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.34
2.618	99.32
1.618	98.08
1.000	97.31
0.618	96.84
HIGH	96.07
0.618	95.60
0.500	95.45
0.382	95.30
LOW	94.83
0.618	94.06
1.000	93.59
1.618	92.82
2.618	91.58
4.250	89.56

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	95.45	94.85
PP	95.33	94.60
S1	95.22	94.36

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

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