NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 26-Sep-2013

Day Change Summary
	Previous	Current
	25-Sep-2013	26-Sep-2013	Change	Change %	Previous Week
Open	103.41	102.30	-1.11	-1.1%	107.16
High	103.96	103.29	-0.67	-0.6%	108.15
Low	102.20	102.20	0.00	0.0%	104.40
Close	102.66	103.03	0.37	0.4%	104.75
Range	1.76	1.09	-0.67	-38.1%	3.75
ATR	1.99	1.92	-0.06	-3.2%	0.00
Volume	236,195	183,778	-52,417	-22.2%	1,142,879

Daily Pivots for day following 26-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.11	105.66	103.63
R3	105.02	104.57	103.33
R2	103.93	103.93	103.23
R1	103.48	103.48	103.13	103.71
PP	102.84	102.84	102.84	102.95
S1	102.39	102.39	102.93	102.62
S2	101.75	101.75	102.83
S3	100.66	101.30	102.73
S4	99.57	100.21	102.43

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	117.02	114.63	106.81
R3	113.27	110.88	105.78
R2	109.52	109.52	105.44
R1	107.13	107.13	105.09	106.45
PP	105.77	105.77	105.77	105.43
S1	103.38	103.38	104.41	102.70
S2	102.02	102.02	104.06
S3	98.27	99.63	103.72
S4	94.52	95.88	102.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.11	102.20	3.91	3.8%	1.56	1.5%	21%	False	True	230,653
10	108.15	102.20	5.95	5.8%	1.83	1.8%	14%	False	True	215,057
20	109.68	102.20	7.48	7.3%	1.98	1.9%	11%	False	True	150,768
40	111.34	100.80	10.54	10.2%	1.92	1.9%	21%	False	False	105,268
60	111.34	97.44	13.90	13.5%	1.83	1.8%	40%	False	False	84,049
80	111.34	91.95	19.39	18.8%	1.78	1.7%	57%	False	False	69,224
100	111.34	91.22	20.12	19.5%	1.76	1.7%	59%	False	False	57,877
120	111.34	85.96	25.38	24.6%	1.78	1.7%	67%	False	False	49,709

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	107.92
2.618	106.14
1.618	105.05
1.000	104.38
0.618	103.96
HIGH	103.29
0.618	102.87
0.500	102.75
0.382	102.62
LOW	102.20
0.618	101.53
1.000	101.11
1.618	100.44
2.618	99.35
4.250	97.57

Fisher Pivots for day following 26-Sep-2013
Pivot	1 day	3 day
R1	102.94	103.08
PP	102.84	103.06
S1	102.75	103.05

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

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