NYMEX Light Sweet Crude Oil Future November 2013

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

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	105.30	104.61	-0.69	-0.7%	102.80
High	106.18	105.38	-0.80	-0.8%	106.18
Low	104.23	103.48	-0.75	-0.7%	101.07
Close	104.76	104.51	-0.25	-0.2%	104.76
Range	1.95	1.90	-0.05	-2.6%	5.11
ATR	1.74	1.75	0.01	0.6%	0.00
Volume	63,384	43,409	-19,975	-31.5%	222,198

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.16	109.23	105.56
R3	108.26	107.33	105.03
R2	106.36	106.36	104.86
R1	105.43	105.43	104.68	104.95
PP	104.46	104.46	104.46	104.21
S1	103.53	103.53	104.34	103.05
S2	102.56	102.56	104.16
S3	100.66	101.63	103.99
S4	98.76	99.73	103.47

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	119.33	117.16	107.57
R3	114.22	112.05	106.17
R2	109.11	109.11	105.70
R1	106.94	106.94	105.23	108.03
PP	104.00	104.00	104.00	104.55
S1	101.83	101.83	104.29	102.92
S2	98.89	98.89	103.82
S3	93.78	96.72	103.35
S4	88.67	91.61	101.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.18	101.07	5.11	4.9%	1.98	1.9%	67%	False	False	46,858
10	106.18	101.07	5.11	4.9%	1.79	1.7%	67%	False	False	41,835
20	106.18	100.00	6.18	5.9%	1.66	1.6%	73%	False	False	40,439
40	106.18	91.95	14.23	13.6%	1.68	1.6%	88%	False	False	35,344
60	106.18	91.22	14.96	14.3%	1.70	1.6%	89%	False	False	28,180
80	106.18	85.96	20.22	19.3%	1.75	1.7%	92%	False	False	23,540
100	106.18	85.96	20.22	19.3%	1.64	1.6%	92%	False	False	19,956
120	106.18	85.96	20.22	19.3%	1.53	1.5%	92%	False	False	17,446

Crabel Price Patterns
NR	True
NR4	True
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	0.44
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113.46
2.618	110.35
1.618	108.45
1.000	107.28
0.618	106.55
HIGH	105.38
0.618	104.65
0.500	104.43
0.382	104.21
LOW	103.48
0.618	102.31
1.000	101.58
1.618	100.41
2.618	98.51
4.250	95.41

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	104.48	104.56
PP	104.46	104.54
S1	104.43	104.53

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

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