NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	93.54	92.18	-1.36	-1.5%	96.60
High	94.30	93.59	-0.71	-0.8%	97.78
Low	91.51	91.05	-0.46	-0.5%	91.51
Close	92.09	93.18	1.09	1.2%	92.09
Range	2.79	2.54	-0.25	-9.0%	6.27
ATR	1.90	1.95	0.05	2.4%	0.00
Volume	95,941	81,719	-14,222	-14.8%	367,618

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.23	99.24	94.58
R3	97.69	96.70	93.88
R2	95.15	95.15	93.65
R1	94.16	94.16	93.41	94.66
PP	92.61	92.61	92.61	92.85
S1	91.62	91.62	92.95	92.12
S2	90.07	90.07	92.71
S3	87.53	89.08	92.48
S4	84.99	86.54	91.78

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	91.05	6.73	7.2%	2.22	2.4%	32%	False	True	69,814
10	97.78	91.05	6.73	7.2%	1.94	2.1%	32%	False	True	65,611
20	97.78	90.69	7.09	7.6%	1.91	2.0%	35%	False	False	66,136
40	97.78	88.78	9.00	9.7%	1.88	2.0%	49%	False	False	62,221
60	97.78	85.52	12.26	13.2%	1.90	2.0%	62%	False	False	59,937

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	0.42
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.39
2.618	100.24
1.618	97.70
1.000	96.13
0.618	95.16
HIGH	93.59
0.618	92.62
0.500	92.32
0.382	92.02
LOW	91.05
0.618	89.48
1.000	88.51
1.618	86.94
2.618	84.40
4.250	80.26

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	92.89	93.91
PP	92.61	93.67
S1	92.32	93.42

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

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