NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	106.00	104.49	-1.51	-1.4%	105.59
High	106.68	104.85	-1.83	-1.7%	106.68
Low	104.25	103.43	-0.82	-0.8%	103.02
Close	104.52	103.71	-0.81	-0.8%	103.71
Range	2.43	1.42	-1.01	-41.6%	3.66
ATR	1.99	1.95	-0.04	-2.1%	0.00
Volume	115,558	100,741	-14,817	-12.8%	465,818

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.26	107.40	104.49
R3	106.84	105.98	104.10
R2	105.42	105.42	103.97
R1	104.56	104.56	103.84	104.28
PP	104.00	104.00	104.00	103.86
S1	103.14	103.14	103.58	102.86
S2	102.58	102.58	103.45
S3	101.16	101.72	103.32
S4	99.74	100.30	102.93

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	115.45	113.24	105.72
R3	111.79	109.58	104.72
R2	108.13	108.13	104.38
R1	105.92	105.92	104.05	105.20
PP	104.47	104.47	104.47	104.11
S1	102.26	102.26	103.37	101.54
S2	100.81	100.81	103.04
S3	97.15	98.60	102.70
S4	93.49	94.94	101.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.68	103.02	3.66	3.5%	2.05	2.0%	19%	False	False	93,163
10	107.79	103.02	4.77	4.6%	1.88	1.8%	14%	False	False	86,258
20	109.70	102.22	7.48	7.2%	2.07	2.0%	20%	False	False	80,100
40	109.70	99.65	10.05	9.7%	1.81	1.7%	40%	False	False	72,904
60	109.70	93.38	16.32	15.7%	1.74	1.7%	63%	False	False	77,700
80	109.70	90.69	19.01	18.3%	1.76	1.7%	68%	False	False	76,028
100	109.70	88.78	20.92	20.2%	1.79	1.7%	71%	False	False	72,281
120	109.70	85.52	24.18	23.3%	1.82	1.8%	75%	False	False	69,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	110.89
2.618	108.57
1.618	107.15
1.000	106.27
0.618	105.73
HIGH	104.85
0.618	104.31
0.500	104.14
0.382	103.97
LOW	103.43
0.618	102.55
1.000	102.01
1.618	101.13
2.618	99.71
4.250	97.40

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	104.14	104.89
PP	104.00	104.49
S1	103.85	104.10

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

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