NYMEX Light Sweet Crude Oil Future December 2013

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

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	104.83	105.35	0.52	0.5%	105.34
High	105.58	106.59	1.01	1.0%	108.12
Low	104.18	104.91	0.73	0.7%	102.22
Close	105.09	106.14	1.05	1.0%	107.95
Range	1.40	1.68	0.28	20.0%	5.90
ATR	1.93	1.91	-0.02	-0.9%	0.00
Volume	82,264	70,173	-12,091	-14.7%	275,149

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.92	110.21	107.06
R3	109.24	108.53	106.60
R2	107.56	107.56	106.45
R1	106.85	106.85	106.29	107.21
PP	105.88	105.88	105.88	106.06
S1	105.17	105.17	105.99	105.53
S2	104.20	104.20	105.83
S3	102.52	103.49	105.68
S4	100.84	101.81	105.22

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%	1.81	1.7%	51%	False	False	73,663
10	108.12	102.22	5.90	5.6%	2.03	1.9%	66%	False	False	75,941
20	109.70	102.13	7.57	7.1%	1.89	1.8%	53%	False	False	75,766
40	109.70	99.65	10.05	9.5%	1.77	1.7%	65%	False	False	70,187
60	109.70	91.05	18.65	17.6%	1.76	1.7%	81%	False	False	76,488
80	109.70	90.69	19.01	17.9%	1.75	1.6%	81%	False	False	73,079
100	109.70	87.49	22.21	20.9%	1.78	1.7%	84%	False	False	69,914
120	109.70	85.52	24.18	22.8%	1.79	1.7%	85%	False	False	67,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.73
2.618	110.99
1.618	109.31
1.000	108.27
0.618	107.63
HIGH	106.59
0.618	105.95
0.500	105.75
0.382	105.55
LOW	104.91
0.618	103.87
1.000	103.23
1.618	102.19
2.618	100.51
4.250	97.77

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	106.01	105.87
PP	105.88	105.61
S1	105.75	105.34

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

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