NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	105.59	104.64	-0.95	-0.9%	102.32
High	105.59	104.86	-0.73	-0.7%	105.41
Low	104.42	103.22	-1.20	-1.1%	101.57
Close	104.73	103.59	-1.14	-1.1%	105.17
Range	1.17	1.64	0.47	40.2%	3.84
ATR	1.55	1.55	0.01	0.4%	0.00
Volume	68,622	56,979	-11,643	-17.0%	319,178

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.81	107.84	104.49
R3	107.17	106.20	104.04
R2	105.53	105.53	103.89
R1	104.56	104.56	103.74	104.23
PP	103.89	103.89	103.89	103.72
S1	102.92	102.92	103.44	102.59
S2	102.25	102.25	103.29
S3	100.61	101.28	103.14
S4	98.97	99.64	102.69

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	115.57	114.21	107.28
R3	111.73	110.37	106.23
R2	107.89	107.89	105.87
R1	106.53	106.53	105.52	107.21
PP	104.05	104.05	104.05	104.39
S1	102.69	102.69	104.82	103.37
S2	100.21	100.21	104.47
S3	96.37	98.85	104.11
S4	92.53	95.01	103.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.59	102.91	2.68	2.6%	1.27	1.2%	25%	False	False	63,301
10	105.59	99.65	5.94	5.7%	1.47	1.4%	66%	False	False	62,896
20	105.59	99.65	5.94	5.7%	1.59	1.5%	66%	False	False	62,532
40	105.59	92.00	13.59	13.1%	1.57	1.5%	85%	False	False	76,016
60	105.59	90.69	14.90	14.4%	1.68	1.6%	87%	False	False	72,723
80	105.59	88.78	16.81	16.2%	1.73	1.7%	88%	False	False	69,119
100	105.59	85.52	20.07	19.4%	1.77	1.7%	90%	False	False	66,369

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	0.34
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	111.83
2.618	109.15
1.618	107.51
1.000	106.50
0.618	105.87
HIGH	104.86
0.618	104.23
0.500	104.04
0.382	103.85
LOW	103.22
0.618	102.21
1.000	101.58
1.618	100.57
2.618	98.93
4.250	96.25

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	104.04	104.41
PP	103.89	104.13
S1	103.74	103.86

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

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