NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	100.55	101.67	1.12	1.1%	103.03
High	101.82	103.73	1.91	1.9%	103.38
Low	99.92	101.53	1.61	1.6%	100.48
Close	101.65	103.71	2.06	2.0%	101.42
Range	1.90	2.20	0.30	15.8%	2.90
ATR	1.60	1.64	0.04	2.7%	0.00
Volume	71,844	62,391	-9,453	-13.2%	358,040

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.59	108.85	104.92
R3	107.39	106.65	104.32
R2	105.19	105.19	104.11
R1	104.45	104.45	103.91	104.82
PP	102.99	102.99	102.99	103.18
S1	102.25	102.25	103.51	102.62
S2	100.79	100.79	103.31
S3	98.59	100.05	103.11
S4	96.39	97.85	102.50

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.46	108.84	103.02
R3	107.56	105.94	102.22
R2	104.66	104.66	101.95
R1	103.04	103.04	101.69	102.40
PP	101.76	101.76	101.76	101.44
S1	100.14	100.14	101.15	99.50
S2	98.86	98.86	100.89
S3	95.96	97.24	100.62
S4	93.06	94.34	99.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.73	99.92	3.81	3.7%	1.54	1.5%	99%	True	False	57,395
10	103.73	99.92	3.81	3.7%	1.63	1.6%	99%	True	False	66,173
20	103.73	97.17	6.56	6.3%	1.56	1.5%	100%	True	False	80,237
40	103.73	91.05	12.68	12.2%	1.67	1.6%	100%	True	False	78,337
60	103.73	90.69	13.04	12.6%	1.71	1.6%	100%	True	False	71,098
80	103.73	85.52	18.21	17.6%	1.81	1.7%	100%	True	False	68,234

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	0.33
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113.08
2.618	109.49
1.618	107.29
1.000	105.93
0.618	105.09
HIGH	103.73
0.618	102.89
0.500	102.63
0.382	102.37
LOW	101.53
0.618	100.17
1.000	99.33
1.618	97.97
2.618	95.77
4.250	92.18

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	103.35	103.08
PP	102.99	102.45
S1	102.63	101.83

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

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