NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 28-Jun-2013

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	93.38	94.53	1.15	1.2%	92.18
High	95.19	95.45	0.26	0.3%	95.45
Low	93.38	94.20	0.82	0.9%	91.05
Close	94.88	94.38	-0.50	-0.5%	94.38
Range	1.81	1.25	-0.56	-30.9%	4.40
ATR	1.88	1.84	-0.05	-2.4%	0.00
Volume	55,111	60,493	5,382	9.8%	380,028

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.43	97.65	95.07
R3	97.18	96.40	94.72
R2	95.93	95.93	94.61
R1	95.15	95.15	94.49	94.92
PP	94.68	94.68	94.68	94.56
S1	93.90	93.90	94.27	93.67
S2	93.43	93.43	94.15
S3	92.18	92.65	94.04
S4	90.93	91.40	93.69

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.83	105.00	96.80
R3	102.43	100.60	95.59
R2	98.03	98.03	95.19
R1	96.20	96.20	94.78	97.12
PP	93.63	93.63	93.63	94.08
S1	91.80	91.80	93.98	92.72
S2	89.23	89.23	93.57
S3	84.83	87.40	93.17
S4	80.43	83.00	91.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.45	91.05	4.40	4.7%	1.74	1.8%	76%	True	False	76,005
10	97.78	91.05	6.73	7.1%	1.84	2.0%	49%	False	False	74,764
20	97.78	90.69	7.09	7.5%	1.77	1.9%	52%	False	False	71,421
40	97.78	90.69	7.09	7.5%	1.79	1.9%	52%	False	False	63,686
60	97.78	85.52	12.26	13.0%	1.88	2.0%	72%	False	False	61,918

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	0.43
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	100.76
2.618	98.72
1.618	97.47
1.000	96.70
0.618	96.22
HIGH	95.45
0.618	94.97
0.500	94.83
0.382	94.68
LOW	94.20
0.618	93.43
1.000	92.95
1.618	92.18
2.618	90.93
4.250	88.89

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	94.83	94.16
PP	94.68	93.94
S1	94.53	93.73

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

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