NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	100.72	100.63	-0.09	-0.1%	101.37
High	101.71	100.95	-0.76	-0.7%	102.97
Low	100.51	98.98	-1.53	-1.5%	100.03
Close	100.81	99.22	-1.59	-1.6%	100.81
Range	1.20	1.97	0.77	64.2%	2.94
ATR	1.89	1.89	0.01	0.3%	0.00
Volume	116,680	90,824	-25,856	-22.2%	1,029,433

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.63	104.39	100.30
R3	103.66	102.42	99.76
R2	101.69	101.69	99.58
R1	100.45	100.45	99.40	100.09
PP	99.72	99.72	99.72	99.53
S1	98.48	98.48	99.04	98.12
S2	97.75	97.75	98.86
S3	95.78	96.51	98.68
S4	93.81	94.54	98.14

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.09	108.39	102.43
R3	107.15	105.45	101.62
R2	104.21	104.21	101.35
R1	102.51	102.51	101.08	101.89
PP	101.27	101.27	101.27	100.96
S1	99.57	99.57	100.54	98.95
S2	98.33	98.33	100.27
S3	95.39	96.63	100.00
S4	92.45	93.69	99.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.97	98.98	3.99	4.0%	1.85	1.9%	6%	False	True	189,916
10	104.08	98.98	5.10	5.1%	1.94	2.0%	5%	False	True	219,265
20	104.38	98.98	5.40	5.4%	1.78	1.8%	4%	False	True	225,759
40	111.34	98.98	12.36	12.5%	1.97	2.0%	2%	False	True	176,467
60	111.34	98.98	12.36	12.5%	1.88	1.9%	2%	False	True	136,072
80	111.34	94.67	16.67	16.8%	1.82	1.8%	27%	False	False	112,013
100	111.34	91.22	20.12	20.3%	1.79	1.8%	40%	False	False	94,293
120	111.34	90.19	21.15	21.3%	1.78	1.8%	43%	False	False	80,503

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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.32
2.618	106.11
1.618	104.14
1.000	102.92
0.618	102.17
HIGH	100.95
0.618	100.20
0.500	99.97
0.382	99.73
LOW	98.98
0.618	97.76
1.000	97.01
1.618	95.79
2.618	93.82
4.250	90.61

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	99.97	100.65
PP	99.72	100.17
S1	99.47	99.70

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

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