NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	106.24	105.59	-0.65	-0.6%	107.46
High	106.34	105.77	-0.57	-0.5%	107.79
Low	104.90	104.13	-0.77	-0.7%	104.09
Close	105.96	104.82	-1.14	-1.1%	105.96
Range	1.44	1.64	0.20	13.9%	3.70
ATR	1.88	1.87	0.00	-0.2%	0.00
Volume	79,709	63,378	-16,331	-20.5%	396,767

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.83	108.96	105.72
R3	108.19	107.32	105.27
R2	106.55	106.55	105.12
R1	105.68	105.68	104.97	105.30
PP	104.91	104.91	104.91	104.71
S1	104.04	104.04	104.67	103.66
S2	103.27	103.27	104.52
S3	101.63	102.40	104.37
S4	99.99	100.76	103.92

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	106.59	104.09	2.50	2.4%	1.69	1.6%	29%	False	False	75,672
10	108.12	102.22	5.90	5.6%	1.93	1.8%	44%	False	False	73,529
20	109.70	102.13	7.57	7.2%	1.93	1.8%	36%	False	False	76,362
40	109.70	99.65	10.05	9.6%	1.76	1.7%	51%	False	False	70,004
60	109.70	91.05	18.65	17.8%	1.73	1.7%	74%	False	False	76,999
80	109.70	90.69	19.01	18.1%	1.75	1.7%	74%	False	False	73,626
100	109.70	88.78	20.92	20.0%	1.78	1.7%	77%	False	False	70,488
120	109.70	85.52	24.18	23.1%	1.79	1.7%	80%	False	False	67,900

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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.74
2.618	110.06
1.618	108.42
1.000	107.41
0.618	106.78
HIGH	105.77
0.618	105.14
0.500	104.95
0.382	104.76
LOW	104.13
0.618	103.12
1.000	102.49
1.618	101.48
2.618	99.84
4.250	97.16

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	104.95	105.36
PP	104.91	105.18
S1	104.86	105.00

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

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