NYMEX Light Sweet Crude Oil Future December 2013

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

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	91.28	92.61	1.33	1.5%	92.80
High	92.97	93.70	0.73	0.8%	94.80
Low	90.69	91.80	1.11	1.2%	90.90
Close	92.76	92.79	0.03	0.0%	91.28
Range	2.28	1.90	-0.38	-16.7%	3.90
ATR	1.93	1.92	0.00	-0.1%	0.00
Volume	58,366	71,378	13,012	22.3%	192,613

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.46	97.53	93.84
R3	96.56	95.63	93.31
R2	94.66	94.66	93.14
R1	93.73	93.73	92.96	94.20
PP	92.76	92.76	92.76	93.00
S1	91.83	91.83	92.62	92.30
S2	90.86	90.86	92.44
S3	88.96	89.93	92.27
S4	87.06	88.03	91.75

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.03	101.55	93.43
R3	100.13	97.65	92.35
R2	96.23	96.23	92.00
R1	93.75	93.75	91.64	93.04
PP	92.33	92.33	92.33	91.97
S1	89.85	89.85	90.92	89.14
S2	88.43	88.43	90.57
S3	84.53	85.95	90.21
S4	80.63	82.05	89.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.20	90.69	3.51	3.8%	2.09	2.3%	60%	False	False	58,004
10	95.56	90.69	4.87	5.2%	1.94	2.1%	43%	False	False	54,678
20	95.75	90.69	5.06	5.5%	1.79	1.9%	42%	False	False	55,528
40	95.75	85.52	10.23	11.0%	1.96	2.1%	71%	False	False	57,052

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.45
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.78
2.618	98.67
1.618	96.77
1.000	95.60
0.618	94.87
HIGH	93.70
0.618	92.97
0.500	92.75
0.382	92.53
LOW	91.80
0.618	90.63
1.000	89.90
1.618	88.73
2.618	86.83
4.250	83.73

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	92.78	92.59
PP	92.76	92.39
S1	92.75	92.20

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

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