NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	106.77	107.86	1.09	1.0%	106.65
High	107.89	109.68	1.79	1.7%	109.68
Low	106.52	107.45	0.93	0.9%	103.74
Close	107.67	109.52	1.85	1.7%	109.52
Range	1.37	2.23	0.86	62.8%	5.94
ATR	2.01	2.03	0.02	0.8%	0.00
Volume	82,734	59,516	-23,218	-28.1%	288,155

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	115.57	114.78	110.75
R3	113.34	112.55	110.13
R2	111.11	111.11	109.93
R1	110.32	110.32	109.72	110.72
PP	108.88	108.88	108.88	109.08
S1	108.09	108.09	109.32	108.49
S2	106.65	106.65	109.11
S3	104.42	105.86	108.91
S4	102.19	103.63	108.29

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125.47	123.43	112.79
R3	119.53	117.49	111.15
R2	113.59	113.59	110.61
R1	111.55	111.55	110.06	112.57
PP	107.65	107.65	107.65	108.16
S1	105.61	105.61	108.98	106.63
S2	101.71	101.71	108.43
S3	95.77	99.67	107.89
S4	89.83	93.73	106.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.68	103.74	5.94	5.4%	2.32	2.1%	97%	True	False	69,065
10	111.34	103.68	7.66	7.0%	2.40	2.2%	76%	False	False	69,762
20	111.34	101.83	9.51	8.7%	1.95	1.8%	81%	False	False	67,550
40	111.34	100.80	10.54	9.6%	1.83	1.7%	83%	False	False	53,188
60	111.34	91.95	19.39	17.7%	1.80	1.6%	91%	False	False	47,007
80	111.34	91.22	20.12	18.4%	1.77	1.6%	91%	False	False	39,158
100	111.34	85.96	25.38	23.2%	1.77	1.6%	93%	False	False	33,240
120	111.34	85.96	25.38	23.2%	1.71	1.6%	93%	False	False	28,811

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.50
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119.16
2.618	115.52
1.618	113.29
1.000	111.91
0.618	111.06
HIGH	109.68
0.618	108.83
0.500	108.57
0.382	108.30
LOW	107.45
0.618	106.07
1.000	105.22
1.618	103.84
2.618	101.61
4.250	97.97

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	109.20	109.00
PP	108.88	108.47
S1	108.57	107.95

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

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