NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	101.49	103.06	1.57	1.5%	104.61
High	103.20	105.36	2.16	2.1%	105.08
Low	101.07	102.93	1.86	1.8%	101.82
Close	102.94	105.32	2.38	2.3%	102.78
Range	2.13	2.43	0.30	14.1%	3.26
ATR	1.67	1.73	0.05	3.2%	0.00
Volume	51,224	40,858	-10,366	-20.2%	196,037

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.83	111.00	106.66
R3	109.40	108.57	105.99
R2	106.97	106.97	105.77
R1	106.14	106.14	105.54	106.56
PP	104.54	104.54	104.54	104.74
S1	103.71	103.71	105.10	104.13
S2	102.11	102.11	104.87
S3	99.68	101.28	104.65
S4	97.25	98.85	103.98

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	105.36	101.07	4.29	4.1%	1.71	1.6%	99%	True	False	40,984
10	105.36	101.07	4.29	4.1%	1.74	1.6%	99%	True	False	39,485
20	105.36	98.36	7.00	6.6%	1.66	1.6%	99%	True	False	39,994
40	105.36	91.95	13.41	12.7%	1.67	1.6%	100%	True	False	33,685
60	105.36	91.22	14.14	13.4%	1.68	1.6%	100%	True	False	26,768
80	105.36	85.96	19.40	18.4%	1.73	1.6%	100%	True	False	22,379
100	105.36	85.96	19.40	18.4%	1.62	1.5%	100%	True	False	19,004

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	0.36
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	115.69
2.618	111.72
1.618	109.29
1.000	107.79
0.618	106.86
HIGH	105.36
0.618	104.43
0.500	104.15
0.382	103.86
LOW	102.93
0.618	101.43
1.000	100.50
1.618	99.00
2.618	96.57
4.250	92.60

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	104.93	104.62
PP	104.54	103.92
S1	104.15	103.22

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

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