NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	93.11	93.38	0.27	0.3%	96.60
High	93.68	95.19	1.51	1.6%	97.78
Low	92.00	93.38	1.38	1.5%	91.51
Close	93.52	94.88	1.36	1.5%	92.09
Range	1.68	1.81	0.13	7.7%	6.27
ATR	1.89	1.88	-0.01	-0.3%	0.00
Volume	99,608	55,111	-44,497	-44.7%	367,618

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.91	99.21	95.88
R3	98.10	97.40	95.38
R2	96.29	96.29	95.21
R1	95.59	95.59	95.05	95.94
PP	94.48	94.48	94.48	94.66
S1	93.78	93.78	94.71	94.13
S2	92.67	92.67	94.55
S3	90.86	91.97	94.38
S4	89.05	90.16	93.88

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	95.19	91.05	4.14	4.4%	2.04	2.2%	93%	True	False	83,095
10	97.78	91.05	6.73	7.1%	1.89	2.0%	57%	False	False	73,802
20	97.78	90.69	7.09	7.5%	1.81	1.9%	59%	False	False	70,899
40	97.78	89.55	8.23	8.7%	1.84	1.9%	65%	False	False	63,865
60	97.78	85.52	12.26	12.9%	1.89	2.0%	76%	False	False	61,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.88
2.618	99.93
1.618	98.12
1.000	97.00
0.618	96.31
HIGH	95.19
0.618	94.50
0.500	94.29
0.382	94.07
LOW	93.38
0.618	92.26
1.000	91.57
1.618	90.45
2.618	88.64
4.250	85.69

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	94.68	94.45
PP	94.48	94.02
S1	94.29	93.60

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

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