NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	96.48	97.90	1.42	1.5%	94.48
High	98.48	99.40	0.92	0.9%	99.40
Low	96.48	97.17	0.69	0.7%	93.94
Close	97.90	99.11	1.21	1.2%	99.11
Range	2.00	2.23	0.23	11.5%	5.46
ATR	1.82	1.85	0.03	1.6%	0.00
Volume	148,629	154,580	5,951	4.0%	467,074

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.25	104.41	100.34
R3	103.02	102.18	99.72
R2	100.79	100.79	99.52
R1	99.95	99.95	99.31	100.37
PP	98.56	98.56	98.56	98.77
S1	97.72	97.72	98.91	98.14
S2	96.33	96.33	98.70
S3	94.10	95.49	98.50
S4	91.87	93.26	97.88

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.86	111.95	102.11
R3	108.40	106.49	100.61
R2	102.94	102.94	100.11
R1	101.03	101.03	99.61	101.99
PP	97.48	97.48	97.48	97.96
S1	95.57	95.57	98.61	96.53
S2	92.02	92.02	98.11
S3	86.56	90.11	97.61
S4	81.10	84.65	96.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.40	93.94	5.46	5.5%	1.74	1.8%	95%	True	False	105,513
10	99.40	91.05	8.35	8.4%	1.89	1.9%	97%	True	False	94,304
20	99.40	91.05	8.35	8.4%	1.81	1.8%	97%	True	False	81,093
40	99.40	90.69	8.71	8.8%	1.81	1.8%	97%	True	False	69,277
60	99.40	85.52	13.88	14.0%	1.91	1.9%	98%	True	False	65,931

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	0.47
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	108.88
2.618	105.24
1.618	103.01
1.000	101.63
0.618	100.78
HIGH	99.40
0.618	98.55
0.500	98.29
0.382	98.02
LOW	97.17
0.618	95.79
1.000	94.94
1.618	93.56
2.618	91.33
4.250	87.69

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	98.84	98.51
PP	98.56	97.90
S1	98.29	97.30

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

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