NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	105.59	104.43	-1.16	-1.1%	107.46
High	105.77	104.64	-1.13	-1.1%	107.79
Low	104.13	103.02	-1.11	-1.1%	104.09
Close	104.82	103.46	-1.36	-1.3%	105.96
Range	1.64	1.62	-0.02	-1.2%	3.70
ATR	1.87	1.87	-0.01	-0.3%	0.00
Volume	63,378	91,262	27,884	44.0%	396,767

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.57	107.63	104.35
R3	106.95	106.01	103.91
R2	105.33	105.33	103.76
R1	104.39	104.39	103.61	104.05
PP	103.71	103.71	103.71	103.54
S1	102.77	102.77	103.31	102.43
S2	102.09	102.09	103.16
S3	100.47	101.15	103.01
S4	98.85	99.53	102.57

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	103.02	3.57	3.5%	1.56	1.5%	12%	False	True	77,357
10	108.12	103.02	5.10	4.9%	1.65	1.6%	9%	False	True	75,442
20	109.70	102.13	7.57	7.3%	1.96	1.9%	18%	False	False	77,494
40	109.70	99.65	10.05	9.7%	1.77	1.7%	38%	False	False	70,118
60	109.70	91.05	18.65	18.0%	1.71	1.7%	67%	False	False	76,921
80	109.70	90.69	19.01	18.4%	1.75	1.7%	67%	False	False	74,037
100	109.70	88.78	20.92	20.2%	1.77	1.7%	70%	False	False	70,864
120	109.70	85.52	24.18	23.4%	1.79	1.7%	74%	False	False	68,075

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.53
2.618	108.88
1.618	107.26
1.000	106.26
0.618	105.64
HIGH	104.64
0.618	104.02
0.500	103.83
0.382	103.64
LOW	103.02
0.618	102.02
1.000	101.40
1.618	100.40
2.618	98.78
4.250	96.14

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	103.83	104.68
PP	103.71	104.27
S1	103.58	103.87

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

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