NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	97.30	96.76	-0.54	-0.6%	95.20
High	97.78	96.77	-1.01	-1.0%	97.07
Low	96.59	93.20	-3.39	-3.5%	93.20
Close	97.22	93.66	-3.56	-3.7%	96.67
Range	1.19	3.57	2.38	200.0%	3.87
ATR	1.66	1.83	0.17	10.1%	0.00
Volume	48,479	63,976	15,497	32.0%	319,298

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.25	103.03	95.62
R3	101.68	99.46	94.64
R2	98.11	98.11	94.31
R1	95.89	95.89	93.99	95.22
PP	94.54	94.54	94.54	94.21
S1	92.32	92.32	93.33	91.65
S2	90.97	90.97	93.01
S3	87.40	88.75	92.68
S4	83.83	85.18	91.70

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.26	105.83	98.80
R3	103.39	101.96	97.73
R2	99.52	99.52	97.38
R1	98.09	98.09	97.02	98.81
PP	95.65	95.65	95.65	96.00
S1	94.22	94.22	96.32	94.94
S2	91.78	91.78	95.96
S3	87.91	90.35	95.61
S4	84.04	86.48	94.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.78	93.20	4.58	4.9%	1.73	1.9%	10%	False	True	64,510
10	97.78	92.90	4.88	5.2%	1.74	1.9%	16%	False	False	67,882
20	97.78	90.69	7.09	7.6%	1.80	1.9%	42%	False	False	63,507
40	97.78	88.78	9.00	9.6%	1.85	2.0%	54%	False	False	60,722
60	97.78	85.52	12.26	13.1%	1.84	2.0%	66%	False	False	58,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	111.94
2.618	106.12
1.618	102.55
1.000	100.34
0.618	98.98
HIGH	96.77
0.618	95.41
0.500	94.99
0.382	94.56
LOW	93.20
0.618	90.99
1.000	89.63
1.618	87.42
2.618	83.85
4.250	78.03

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	94.99	95.49
PP	94.54	94.88
S1	94.10	94.27

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

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