NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 04-Oct-2013

Day Change Summary
	Previous	Current
	03-Oct-2013	04-Oct-2013	Change	Change %	Previous Week
Open	103.82	102.92	-0.90	-0.9%	102.46
High	104.38	104.19	-0.19	-0.2%	104.38
Low	102.87	102.90	0.03	0.0%	101.05
Close	103.31	103.84	0.53	0.5%	103.84
Range	1.51	1.29	-0.22	-14.6%	3.33
ATR	1.89	1.85	-0.04	-2.3%	0.00
Volume	226,225	165,197	-61,028	-27.0%	1,141,683

Daily Pivots for day following 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.51	106.97	104.55
R3	106.22	105.68	104.19
R2	104.93	104.93	104.08
R1	104.39	104.39	103.96	104.66
PP	103.64	103.64	103.64	103.78
S1	103.10	103.10	103.72	103.37
S2	102.35	102.35	103.60
S3	101.06	101.81	103.49
S4	99.77	100.52	103.13

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.08	111.79	105.67
R3	109.75	108.46	104.76
R2	106.42	106.42	104.45
R1	105.13	105.13	104.15	105.78
PP	103.09	103.09	103.09	103.41
S1	101.80	101.80	103.53	102.45
S2	99.76	99.76	103.23
S3	96.43	98.47	102.92
S4	93.10	95.14	102.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.38	101.05	3.33	3.2%	1.77	1.7%	84%	False	False	228,336
10	105.12	101.05	4.07	3.9%	1.64	1.6%	69%	False	False	227,689
20	109.42	101.05	8.37	8.1%	1.80	1.7%	33%	False	False	198,138
40	111.34	101.05	10.29	9.9%	1.88	1.8%	27%	False	False	132,844
60	111.34	100.80	10.54	10.2%	1.82	1.8%	29%	False	False	101,505
80	111.34	91.95	19.39	18.7%	1.80	1.7%	61%	False	False	84,790
100	111.34	91.22	20.12	19.4%	1.78	1.7%	63%	False	False	70,954
120	111.34	85.96	25.38	24.4%	1.78	1.7%	70%	False	False	60,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	109.67
2.618	107.57
1.618	106.28
1.000	105.48
0.618	104.99
HIGH	104.19
0.618	103.70
0.500	103.55
0.382	103.39
LOW	102.90
0.618	102.10
1.000	101.61
1.618	100.81
2.618	99.52
4.250	97.42

Fisher Pivots for day following 04-Oct-2013
Pivot	1 day	3 day
R1	103.74	103.53
PP	103.64	103.22
S1	103.55	102.91

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

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