NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	101.86	103.81	1.95	1.9%	104.61
High	103.97	104.52	0.55	0.5%	105.38
Low	101.83	103.00	1.17	1.1%	100.80
Close	103.82	104.34	0.52	0.5%	103.82
Range	2.14	1.52	-0.62	-29.0%	4.58
ATR	1.81	1.79	-0.02	-1.2%	0.00
Volume	60,105	70,173	10,068	16.8%	226,783

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.51	107.95	105.18
R3	106.99	106.43	104.76
R2	105.47	105.47	104.62
R1	104.91	104.91	104.48	105.19
PP	103.95	103.95	103.95	104.10
S1	103.39	103.39	104.20	103.67
S2	102.43	102.43	104.06
S3	100.91	101.87	103.92
S4	99.39	100.35	103.50

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	104.96	100.80	4.16	4.0%	1.87	1.8%	85%	False	False	50,709
10	106.18	100.80	5.38	5.2%	1.92	1.8%	66%	False	False	48,784
20	106.18	100.80	5.38	5.2%	1.73	1.7%	66%	False	False	41,357
40	106.18	91.95	14.23	13.6%	1.74	1.7%	87%	False	False	39,223
60	106.18	91.22	14.96	14.3%	1.71	1.6%	88%	False	False	31,552
80	106.18	87.50	18.68	17.9%	1.71	1.6%	90%	False	False	26,077
100	106.18	85.96	20.22	19.4%	1.68	1.6%	91%	False	False	22,248
120	106.18	85.96	20.22	19.4%	1.55	1.5%	91%	False	False	19,340

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	0.43
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110.98
2.618	108.50
1.618	106.98
1.000	106.04
0.618	105.46
HIGH	104.52
0.618	103.94
0.500	103.76
0.382	103.58
LOW	103.00
0.618	102.06
1.000	101.48
1.618	100.54
2.618	99.02
4.250	96.54

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	104.15	103.78
PP	103.95	103.22
S1	103.76	102.66

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

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