NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	105.35	106.24	0.89	0.8%	107.46
High	106.59	106.34	-0.25	-0.2%	107.79
Low	104.91	104.90	-0.01	0.0%	104.09
Close	106.14	105.96	-0.18	-0.2%	105.96
Range	1.68	1.44	-0.24	-14.3%	3.70
ATR	1.91	1.88	-0.03	-1.8%	0.00
Volume	70,173	79,709	9,536	13.6%	396,767

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.05	109.45	106.75
R3	108.61	108.01	106.36
R2	107.17	107.17	106.22
R1	106.57	106.57	106.09	106.15
PP	105.73	105.73	105.73	105.53
S1	105.13	105.13	105.83	104.71
S2	104.29	104.29	105.70
S3	102.85	103.69	105.56
S4	101.41	102.25	105.17

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	117.05	115.20	108.00
R3	113.35	111.50	106.98
R2	109.65	109.65	106.64
R1	107.80	107.80	106.30	106.88
PP	105.95	105.95	105.95	105.48
S1	104.10	104.10	105.62	103.18
S2	102.25	102.25	105.28
S3	98.55	100.40	104.94
S4	94.85	96.70	103.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.79	104.09	3.70	3.5%	1.70	1.6%	51%	False	False	79,353
10	108.12	102.22	5.90	5.6%	1.96	1.9%	63%	False	False	74,404
20	109.70	102.13	7.57	7.1%	1.91	1.8%	51%	False	False	76,479
40	109.70	99.65	10.05	9.5%	1.77	1.7%	63%	False	False	70,627
60	109.70	91.05	18.65	17.6%	1.77	1.7%	80%	False	False	77,009
80	109.70	90.69	19.01	17.9%	1.75	1.7%	80%	False	False	73,304
100	109.70	88.78	20.92	19.7%	1.78	1.7%	82%	False	False	70,391
120	109.70	85.52	24.18	22.8%	1.79	1.7%	85%	False	False	68,022

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.46
2.618	110.11
1.618	108.67
1.000	107.78
0.618	107.23
HIGH	106.34
0.618	105.79
0.500	105.62
0.382	105.45
LOW	104.90
0.618	104.01
1.000	103.46
1.618	102.57
2.618	101.13
4.250	98.78

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	105.85	105.77
PP	105.73	105.58
S1	105.62	105.39

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

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