NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	92.61	93.31	0.70	0.8%	92.80
High	93.70	93.83	0.13	0.1%	94.80
Low	91.80	92.83	1.03	1.1%	90.90
Close	92.79	93.04	0.25	0.3%	91.28
Range	1.90	1.00	-0.90	-47.4%	3.90
ATR	1.92	1.86	-0.06	-3.3%	0.00
Volume	71,378	82,430	11,052	15.5%	192,613

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.23	95.64	93.59
R3	95.23	94.64	93.32
R2	94.23	94.23	93.22
R1	93.64	93.64	93.13	93.44
PP	93.23	93.23	93.23	93.13
S1	92.64	92.64	92.95	92.44
S2	92.23	92.23	92.86
S3	91.23	91.64	92.77
S4	90.23	90.64	92.49

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	93.83	90.69	3.14	3.4%	1.85	2.0%	75%	True	False	63,920
10	94.88	90.69	4.19	4.5%	1.91	2.1%	56%	False	False	56,748
20	95.75	90.69	5.06	5.4%	1.79	1.9%	46%	False	False	56,619
40	95.75	85.52	10.23	11.0%	1.96	2.1%	74%	False	False	58,132

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.48
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	98.08
2.618	96.45
1.618	95.45
1.000	94.83
0.618	94.45
HIGH	93.83
0.618	93.45
0.500	93.33
0.382	93.21
LOW	92.83
0.618	92.21
1.000	91.83
1.618	91.21
2.618	90.21
4.250	88.58

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	93.33	92.78
PP	93.23	92.52
S1	93.14	92.26

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

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