NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 12-Jul-2013

Day Change Summary
	Previous	Current
	11-Jul-2013	12-Jul-2013	Change	Change %	Previous Week
Open	100.58	100.05	-0.53	-0.5%	99.47
High	101.31	101.54	0.23	0.2%	101.54
Low	99.83	99.88	0.05	0.1%	98.37
Close	100.33	101.31	0.98	1.0%	101.31
Range	1.48	1.66	0.18	12.2%	3.17
ATR	1.73	1.73	-0.01	-0.3%	0.00
Volume	154,317	126,022	-28,295	-18.3%	532,043

Daily Pivots for day following 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.89	105.26	102.22
R3	104.23	103.60	101.77
R2	102.57	102.57	101.61
R1	101.94	101.94	101.46	102.26
PP	100.91	100.91	100.91	101.07
S1	100.28	100.28	101.16	100.60
S2	99.25	99.25	101.01
S3	97.59	98.62	100.85
S4	95.93	96.96	100.40

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.92	108.78	103.05
R3	106.75	105.61	102.18
R2	103.58	103.58	101.89
R1	102.44	102.44	101.60	103.01
PP	100.41	100.41	100.41	100.69
S1	99.27	99.27	101.02	99.84
S2	97.24	97.24	100.73
S3	94.07	96.10	100.44
S4	90.90	92.93	99.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.54	98.37	3.17	3.1%	1.44	1.4%	93%	True	False	106,408
10	101.54	93.94	7.60	7.5%	1.59	1.6%	97%	True	False	105,961
20	101.54	91.05	10.49	10.4%	1.74	1.7%	98%	True	False	89,881
40	101.54	90.69	10.85	10.7%	1.76	1.7%	98%	True	False	75,333
60	101.54	85.52	16.02	15.8%	1.81	1.8%	99%	True	False	69,608
80	101.54	85.52	16.02	15.8%	1.79	1.8%	99%	True	False	65,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	108.60
2.618	105.89
1.618	104.23
1.000	103.20
0.618	102.57
HIGH	101.54
0.618	100.91
0.500	100.71
0.382	100.51
LOW	99.88
0.618	98.85
1.000	98.22
1.618	97.19
2.618	95.53
4.250	92.83

Fisher Pivots for day following 12-Jul-2013
Pivot	1 day	3 day
R1	101.11	101.03
PP	100.91	100.75
S1	100.71	100.48

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

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