NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 26-Jul-2013

Day Change Summary
	Previous	Current
	25-Jul-2013	26-Jul-2013	Change	Change %	Previous Week
Open	102.63	103.09	0.46	0.4%	104.61
High	103.43	103.16	-0.27	-0.3%	105.08
Low	101.82	101.89	0.07	0.1%	101.82
Close	103.16	102.78	-0.38	-0.4%	102.78
Range	1.61	1.27	-0.34	-21.1%	3.26
ATR	1.70	1.67	-0.03	-1.8%	0.00
Volume	40,104	46,107	6,003	15.0%	196,037

Daily Pivots for day following 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.42	105.87	103.48
R3	105.15	104.60	103.13
R2	103.88	103.88	103.01
R1	103.33	103.33	102.90	102.97
PP	102.61	102.61	102.61	102.43
S1	102.06	102.06	102.66	101.70
S2	101.34	101.34	102.55
S3	100.07	100.79	102.43
S4	98.80	99.52	102.08

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.01	111.15	104.57
R3	109.75	107.89	103.68
R2	106.49	106.49	103.38
R1	104.63	104.63	103.08	103.93
PP	103.23	103.23	103.23	102.88
S1	101.37	101.37	102.48	100.67
S2	99.97	99.97	102.18
S3	96.71	98.11	101.88
S4	93.45	94.85	100.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.08	101.82	3.26	3.2%	1.68	1.6%	29%	False	False	39,207
10	105.19	101.58	3.61	3.5%	1.58	1.5%	33%	False	False	34,206
20	105.19	94.67	10.52	10.2%	1.64	1.6%	77%	False	False	39,837
40	105.19	91.22	13.97	13.6%	1.66	1.6%	83%	False	False	31,626
60	105.19	90.19	15.00	14.6%	1.68	1.6%	84%	False	False	24,934
80	105.19	85.96	19.23	18.7%	1.70	1.7%	87%	False	False	20,744
100	105.19	85.96	19.23	18.7%	1.58	1.5%	87%	False	False	17,624

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	108.56
2.618	106.48
1.618	105.21
1.000	104.43
0.618	103.94
HIGH	103.16
0.618	102.67
0.500	102.53
0.382	102.38
LOW	101.89
0.618	101.11
1.000	100.62
1.618	99.84
2.618	98.57
4.250	96.49

Fisher Pivots for day following 26-Jul-2013
Pivot	1 day	3 day
R1	102.70	103.10
PP	102.61	102.99
S1	102.53	102.89

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

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