NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 09-Aug-2013

Day Change Summary
	Previous	Current
	08-Aug-2013	09-Aug-2013	Change	Change %	Previous Week
Open	102.57	101.86	-0.71	-0.7%	104.61
High	103.18	103.97	0.79	0.8%	105.38
Low	100.80	101.83	1.03	1.0%	100.80
Close	101.75	103.82	2.07	2.0%	103.82
Range	2.38	2.14	-0.24	-10.1%	4.58
ATR	1.78	1.81	0.03	1.8%	0.00
Volume	59,194	60,105	911	1.5%	226,783

Daily Pivots for day following 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.63	108.86	105.00
R3	107.49	106.72	104.41
R2	105.35	105.35	104.21
R1	104.58	104.58	104.02	104.97
PP	103.21	103.21	103.21	103.40
S1	102.44	102.44	103.62	102.83
S2	101.07	101.07	103.43
S3	98.93	100.30	103.23
S4	96.79	98.16	102.64

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	117.07	115.03	106.34
R3	112.49	110.45	105.08
R2	107.91	107.91	104.66
R1	105.87	105.87	104.24	104.60
PP	103.33	103.33	103.33	102.70
S1	101.29	101.29	103.40	100.02
S2	98.75	98.75	102.98
S3	94.17	96.71	102.56
S4	89.59	92.13	101.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.38	100.80	4.58	4.4%	1.94	1.9%	66%	False	False	45,356
10	106.18	100.80	5.38	5.2%	1.89	1.8%	56%	False	False	44,898
20	106.18	100.80	5.38	5.2%	1.74	1.7%	56%	False	False	39,552
40	106.18	91.95	14.23	13.7%	1.74	1.7%	83%	False	False	37,903
60	106.18	91.22	14.96	14.4%	1.72	1.7%	84%	False	False	30,550
80	106.18	85.96	20.22	19.5%	1.72	1.7%	88%	False	False	25,295
100	106.18	85.96	20.22	19.5%	1.67	1.6%	88%	False	False	21,606
120	106.18	85.96	20.22	19.5%	1.56	1.5%	88%	False	False	18,776

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.07
2.618	109.57
1.618	107.43
1.000	106.11
0.618	105.29
HIGH	103.97
0.618	103.15
0.500	102.90
0.382	102.65
LOW	101.83
0.618	100.51
1.000	99.69
1.618	98.37
2.618	96.23
4.250	92.74

Fisher Pivots for day following 09-Aug-2013
Pivot	1 day	3 day
R1	103.51	103.34
PP	103.21	102.86
S1	102.90	102.39

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

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