NYMEX Light Sweet Crude Oil Future December 2013

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

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	94.84	95.34	0.50	0.5%	94.58
High	95.75	95.56	-0.19	-0.2%	95.43
Low	94.13	94.34	0.21	0.2%	91.27
Close	95.38	94.77	-0.61	-0.6%	94.88
Range	1.62	1.22	-0.40	-24.7%	4.16
ATR	1.87	1.83	-0.05	-2.5%	0.00
Volume	55,985	61,730	5,745	10.3%	277,668

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.55	97.88	95.44
R3	97.33	96.66	95.11
R2	96.11	96.11	94.99
R1	95.44	95.44	94.88	95.17
PP	94.89	94.89	94.89	94.75
S1	94.22	94.22	94.66	93.95
S2	93.67	93.67	94.55
S3	92.45	93.00	94.43
S4	91.23	91.78	94.10

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.34	104.77	97.17
R3	102.18	100.61	96.02
R2	98.02	98.02	95.64
R1	96.45	96.45	95.26	97.24
PP	93.86	93.86	93.86	94.25
S1	92.29	92.29	94.50	93.08
S2	89.70	89.70	94.12
S3	85.54	88.13	93.74
S4	81.38	83.97	92.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.75	91.27	4.48	4.7%	1.75	1.8%	78%	False	False	56,212
10	95.75	91.27	4.48	4.7%	1.66	1.8%	78%	False	False	56,490
20	95.75	88.78	6.97	7.4%	1.90	2.0%	86%	False	False	58,740
40	96.43	85.52	10.91	11.5%	1.85	2.0%	85%	False	False	57,457

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	100.75
2.618	98.75
1.618	97.53
1.000	96.78
0.618	96.31
HIGH	95.56
0.618	95.09
0.500	94.95
0.382	94.81
LOW	94.34
0.618	93.59
1.000	93.12
1.618	92.37
2.618	91.15
4.250	89.16

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	94.95	94.85
PP	94.89	94.82
S1	94.83	94.80

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

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