NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 08-Aug-2013

Day Change Summary
	Previous	Current
	07-Aug-2013	08-Aug-2013	Change	Change %	Previous Week
Open	103.78	102.57	-1.21	-1.2%	102.80
High	103.83	103.18	-0.65	-0.6%	106.18
Low	102.44	100.80	-1.64	-1.6%	101.07
Close	102.75	101.75	-1.00	-1.0%	104.76
Range	1.39	2.38	0.99	71.2%	5.11
ATR	1.74	1.78	0.05	2.6%	0.00
Volume	35,281	59,194	23,913	67.8%	222,198

Daily Pivots for day following 08-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.05	107.78	103.06
R3	106.67	105.40	102.40
R2	104.29	104.29	102.19
R1	103.02	103.02	101.97	102.47
PP	101.91	101.91	101.91	101.63
S1	100.64	100.64	101.53	100.09
S2	99.53	99.53	101.31
S3	97.15	98.26	101.10
S4	94.77	95.88	100.44

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	100.80	5.38	5.3%	1.90	1.9%	18%	False	True	46,012
10	106.18	100.80	5.38	5.3%	1.81	1.8%	18%	False	True	43,498
20	106.18	100.80	5.38	5.3%	1.72	1.7%	18%	False	True	38,826
40	106.18	91.95	14.23	14.0%	1.73	1.7%	69%	False	False	36,736
60	106.18	91.22	14.96	14.7%	1.72	1.7%	70%	False	False	29,694
80	106.18	85.96	20.22	19.9%	1.73	1.7%	78%	False	False	24,662
100	106.18	85.96	20.22	19.9%	1.67	1.6%	78%	False	False	21,063
120	106.18	85.96	20.22	19.9%	1.56	1.5%	78%	False	False	18,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113.30
2.618	109.41
1.618	107.03
1.000	105.56
0.618	104.65
HIGH	103.18
0.618	102.27
0.500	101.99
0.382	101.71
LOW	100.80
0.618	99.33
1.000	98.42
1.618	96.95
2.618	94.57
4.250	90.69

Fisher Pivots for day following 08-Aug-2013
Pivot	1 day	3 day
R1	101.99	102.88
PP	101.91	102.50
S1	101.83	102.13

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

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