NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 30-Sep-2013

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	102.91	102.46	-0.45	-0.4%	104.89
High	103.77	102.76	-1.01	-1.0%	105.12
Low	102.36	101.05	-1.31	-1.3%	102.20
Close	102.87	102.33	-0.54	-0.5%	102.87
Range	1.41	1.71	0.30	21.3%	2.92
ATR	1.89	1.88	0.00	-0.2%	0.00
Volume	232,299	226,707	-5,592	-2.4%	1,135,207

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.18	106.46	103.27
R3	105.47	104.75	102.80
R2	103.76	103.76	102.64
R1	103.04	103.04	102.49	102.55
PP	102.05	102.05	102.05	101.80
S1	101.33	101.33	102.17	100.84
S2	100.34	100.34	102.02
S3	98.63	99.62	101.86
S4	96.92	97.91	101.39

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	103.96	101.05	2.91	2.8%	1.46	1.4%	44%	False	True	227,704
10	108.15	101.05	7.10	6.9%	1.82	1.8%	18%	False	True	234,276
20	109.68	101.05	8.63	8.4%	1.93	1.9%	15%	False	True	166,797
40	111.34	100.80	10.54	10.3%	1.89	1.8%	15%	False	False	114,137
60	111.34	99.73	11.61	11.3%	1.81	1.8%	22%	False	False	89,339
80	111.34	91.95	19.39	18.9%	1.79	1.7%	54%	False	False	74,487
100	111.34	91.22	20.12	19.7%	1.77	1.7%	55%	False	False	62,265
120	111.34	85.96	25.38	24.8%	1.79	1.7%	64%	False	False	53,430

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	0.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110.03
2.618	107.24
1.618	105.53
1.000	104.47
0.618	103.82
HIGH	102.76
0.618	102.11
0.500	101.91
0.382	101.70
LOW	101.05
0.618	99.99
1.000	99.34
1.618	98.28
2.618	96.57
4.250	93.78

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	102.19	102.41
PP	102.05	102.38
S1	101.91	102.36

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

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