NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	104.92	105.51	0.59	0.6%	104.61
High	105.62	106.35	0.73	0.7%	105.38
Low	104.32	105.19	0.87	0.8%	100.80
Close	105.41	106.09	0.68	0.6%	103.82
Range	1.30	1.16	-0.14	-10.8%	4.58
ATR	1.73	1.69	-0.04	-2.3%	0.00
Volume	59,626	67,009	7,383	12.4%	226,783

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.36	108.88	106.73
R3	108.20	107.72	106.41
R2	107.04	107.04	106.30
R1	106.56	106.56	106.20	106.80
PP	105.88	105.88	105.88	106.00
S1	105.40	105.40	105.98	105.64
S2	104.72	104.72	105.88
S3	103.56	104.24	105.77
S4	102.40	103.08	105.45

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	106.35	101.83	4.52	4.3%	1.49	1.4%	94%	True	False	61,782
10	106.35	100.80	5.55	5.2%	1.70	1.6%	95%	True	False	53,897
20	106.35	100.80	5.55	5.2%	1.72	1.6%	95%	True	False	46,691
40	106.35	91.95	14.40	13.6%	1.75	1.6%	98%	True	False	42,099
60	106.35	91.22	15.13	14.3%	1.70	1.6%	98%	True	False	33,950
80	106.35	89.15	17.20	16.2%	1.71	1.6%	98%	True	False	28,112
100	106.35	85.96	20.39	19.2%	1.68	1.6%	99%	True	False	23,925
120	106.35	85.96	20.39	19.2%	1.57	1.5%	99%	True	False	20,719

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	0.51
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	111.28
2.618	109.39
1.618	108.23
1.000	107.51
0.618	107.07
HIGH	106.35
0.618	105.91
0.500	105.77
0.382	105.63
LOW	105.19
0.618	104.47
1.000	104.03
1.618	103.31
2.618	102.15
4.250	100.26

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	105.98	105.79
PP	105.88	105.49
S1	105.77	105.19

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

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