NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	102.30	102.91	0.61	0.6%	104.89
High	103.29	103.77	0.48	0.5%	105.12
Low	102.20	102.36	0.16	0.2%	102.20
Close	103.03	102.87	-0.16	-0.2%	102.87
Range	1.09	1.41	0.32	29.4%	2.92
ATR	1.92	1.89	-0.04	-1.9%	0.00
Volume	183,778	232,299	48,521	26.4%	1,135,207

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.23	106.46	103.65
R3	105.82	105.05	103.26
R2	104.41	104.41	103.13
R1	103.64	103.64	103.00	103.32
PP	103.00	103.00	103.00	102.84
S1	102.23	102.23	102.74	101.91
S2	101.59	101.59	102.61
S3	100.18	100.82	102.48
S4	98.77	99.41	102.09

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	112.16	110.43	104.48
R3	109.24	107.51	103.67
R2	106.32	106.32	103.41
R1	104.59	104.59	103.14	104.00
PP	103.40	103.40	103.40	103.10
S1	101.67	101.67	102.60	101.08
S2	100.48	100.48	102.33
S3	97.56	98.75	102.07
S4	94.64	95.83	101.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.12	102.20	2.92	2.8%	1.52	1.5%	23%	False	False	227,041
10	108.15	102.20	5.95	5.8%	1.82	1.8%	11%	False	False	227,808
20	109.68	102.20	7.48	7.3%	1.94	1.9%	9%	False	False	158,320
40	111.34	100.80	10.54	10.2%	1.89	1.8%	20%	False	False	110,054
60	111.34	98.36	12.98	12.6%	1.82	1.8%	35%	False	False	86,700
80	111.34	91.95	19.39	18.8%	1.78	1.7%	56%	False	False	71,869
100	111.34	91.22	20.12	19.6%	1.76	1.7%	58%	False	False	60,082
120	111.34	85.96	25.38	24.7%	1.78	1.7%	67%	False	False	51,604

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.76
2.618	107.46
1.618	106.05
1.000	105.18
0.618	104.64
HIGH	103.77
0.618	103.23
0.500	103.07
0.382	102.90
LOW	102.36
0.618	101.49
1.000	100.95
1.618	100.08
2.618	98.67
4.250	96.37

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	103.07	103.08
PP	103.00	103.01
S1	102.94	102.94

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

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