NYMEX Light Sweet Crude Oil Future December 2013

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

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	96.76	93.54	-3.22	-3.3%	96.60
High	96.77	94.30	-2.47	-2.6%	97.78
Low	93.20	91.51	-1.69	-1.8%	91.51
Close	93.66	92.09	-1.57	-1.7%	92.09
Range	3.57	2.79	-0.78	-21.8%	6.27
ATR	1.83	1.90	0.07	3.7%	0.00
Volume	63,976	95,941	31,965	50.0%	367,618

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.00	99.34	93.62
R3	98.21	96.55	92.86
R2	95.42	95.42	92.60
R1	93.76	93.76	92.35	93.20
PP	92.63	92.63	92.63	92.35
S1	90.97	90.97	91.83	90.41
S2	89.84	89.84	91.58
S3	87.05	88.18	91.32
S4	84.26	85.39	90.56

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	112.60	108.62	95.54
R3	106.33	102.35	93.81
R2	100.06	100.06	93.24
R1	96.08	96.08	92.66	94.94
PP	93.79	93.79	93.79	93.22
S1	89.81	89.81	91.52	88.67
S2	87.52	87.52	90.94
S3	81.25	83.54	90.37
S4	74.98	77.27	88.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.78	91.51	6.27	6.8%	1.95	2.1%	9%	False	True	73,523
10	97.78	91.51	6.27	6.8%	1.78	1.9%	9%	False	True	68,691
20	97.78	90.69	7.09	7.7%	1.84	2.0%	20%	False	False	65,384
40	97.78	88.78	9.00	9.8%	1.85	2.0%	37%	False	False	61,778
60	97.78	85.52	12.26	13.3%	1.87	2.0%	54%	False	False	59,229

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.16
2.618	101.60
1.618	98.81
1.000	97.09
0.618	96.02
HIGH	94.30
0.618	93.23
0.500	92.91
0.382	92.58
LOW	91.51
0.618	89.79
1.000	88.72
1.618	87.00
2.618	84.21
4.250	79.65

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	92.91	94.65
PP	92.63	93.79
S1	92.36	92.94

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

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