NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 11-Sep-2013

Day Change Summary
	Previous	Current
	10-Sep-2013	11-Sep-2013	Change	Change %	Previous Week
Open	106.24	104.83	-1.41	-1.3%	105.34
High	106.38	105.58	-0.80	-0.8%	108.12
Low	104.09	104.18	0.09	0.1%	102.22
Close	104.92	105.09	0.17	0.2%	107.95
Range	2.29	1.40	-0.89	-38.9%	5.90
ATR	1.97	1.93	-0.04	-2.1%	0.00
Volume	82,838	82,264	-574	-0.7%	275,149

Daily Pivots for day following 11-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.15	108.52	105.86
R3	107.75	107.12	105.48
R2	106.35	106.35	105.35
R1	105.72	105.72	105.22	106.04
PP	104.95	104.95	104.95	105.11
S1	104.32	104.32	104.96	104.64
S2	103.55	103.55	104.83
S3	102.15	102.92	104.71
S4	100.75	101.52	104.32

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	123.80	121.77	111.20
R3	117.90	115.87	109.57
R2	112.00	112.00	109.03
R1	109.97	109.97	108.49	110.99
PP	106.10	106.10	106.10	106.60
S1	104.07	104.07	107.41	105.09
S2	100.20	100.20	106.87
S3	94.30	98.17	106.33
S4	88.40	92.27	104.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.12	104.09	4.03	3.8%	1.74	1.7%	25%	False	False	72,909
10	109.70	102.22	7.48	7.1%	2.14	2.0%	38%	False	False	80,348
20	109.70	102.13	7.57	7.2%	1.87	1.8%	39%	False	False	75,244
40	109.70	99.65	10.05	9.6%	1.76	1.7%	54%	False	False	70,054
60	109.70	91.05	18.65	17.7%	1.75	1.7%	75%	False	False	76,301
80	109.70	90.69	19.01	18.1%	1.75	1.7%	76%	False	False	72,902
100	109.70	87.15	22.55	21.5%	1.79	1.7%	80%	False	False	69,586
120	109.70	85.52	24.18	23.0%	1.78	1.7%	81%	False	False	67,389

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.53
2.618	109.25
1.618	107.85
1.000	106.98
0.618	106.45
HIGH	105.58
0.618	105.05
0.500	104.88
0.382	104.71
LOW	104.18
0.618	103.31
1.000	102.78
1.618	101.91
2.618	100.51
4.250	98.23

Fisher Pivots for day following 11-Sep-2013
Pivot	1 day	3 day
R1	105.02	105.94
PP	104.95	105.66
S1	104.88	105.37

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

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