NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 14-Aug-2013

Day Change Summary
	Previous	Current
	13-Aug-2013	14-Aug-2013	Change	Change %	Previous Week
Open	104.55	104.92	0.37	0.4%	104.61
High	105.35	105.62	0.27	0.3%	105.38
Low	104.03	104.32	0.29	0.3%	100.80
Close	105.21	105.41	0.20	0.2%	103.82
Range	1.32	1.30	-0.02	-1.5%	4.58
ATR	1.76	1.73	-0.03	-1.9%	0.00
Volume	51,997	59,626	7,629	14.7%	226,783

Daily Pivots for day following 14-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.02	108.51	106.13
R3	107.72	107.21	105.77
R2	106.42	106.42	105.65
R1	105.91	105.91	105.53	106.17
PP	105.12	105.12	105.12	105.24
S1	104.61	104.61	105.29	104.87
S2	103.82	103.82	105.17
S3	102.52	103.31	105.05
S4	101.22	102.01	104.70

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	105.62	100.80	4.82	4.6%	1.73	1.6%	96%	True	False	60,219
10	106.18	100.80	5.38	5.1%	1.82	1.7%	86%	False	False	51,282
20	106.18	100.80	5.38	5.1%	1.74	1.6%	86%	False	False	44,737
40	106.18	91.95	14.23	13.5%	1.75	1.7%	95%	False	False	40,863
60	106.18	91.22	14.96	14.2%	1.70	1.6%	95%	False	False	33,033
80	106.18	87.81	18.37	17.4%	1.71	1.6%	96%	False	False	27,345
100	106.18	85.96	20.22	19.2%	1.68	1.6%	96%	False	False	23,297
120	106.18	85.96	20.22	19.2%	1.57	1.5%	96%	False	False	20,183

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.49
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	111.15
2.618	109.02
1.618	107.72
1.000	106.92
0.618	106.42
HIGH	105.62
0.618	105.12
0.500	104.97
0.382	104.82
LOW	104.32
0.618	103.52
1.000	103.02
1.618	102.22
2.618	100.92
4.250	98.80

Fisher Pivots for day following 14-Aug-2013
Pivot	1 day	3 day
R1	105.26	105.04
PP	105.12	104.68
S1	104.97	104.31

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

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