NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	102.51	102.74	0.23	0.2%	105.59
High	102.88	103.35	0.47	0.5%	106.68
Low	101.59	101.57	-0.02	0.0%	103.02
Close	102.48	102.05	-0.43	-0.4%	103.71
Range	1.29	1.78	0.49	38.0%	3.66
ATR	1.90	1.89	-0.01	-0.4%	0.00
Volume	102,853	132,140	29,287	28.5%	465,818

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.66	106.64	103.03
R3	105.88	104.86	102.54
R2	104.10	104.10	102.38
R1	103.08	103.08	102.21	102.70
PP	102.32	102.32	102.32	102.14
S1	101.30	101.30	101.89	100.92
S2	100.54	100.54	101.72
S3	98.76	99.52	101.56
S4	96.98	97.74	101.07

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	101.57	5.11	5.0%	1.75	1.7%	9%	False	True	113,360
10	106.68	101.57	5.11	5.0%	1.83	1.8%	9%	False	True	96,620
20	109.70	101.57	8.13	8.0%	1.98	1.9%	6%	False	True	88,484
40	109.70	99.65	10.05	9.8%	1.84	1.8%	24%	False	False	77,848
60	109.70	95.20	14.50	14.2%	1.74	1.7%	47%	False	False	80,463
80	109.70	91.05	18.65	18.3%	1.74	1.7%	59%	False	False	78,337
100	109.70	90.69	19.01	18.6%	1.75	1.7%	60%	False	False	73,822
120	109.70	85.52	24.18	23.7%	1.81	1.8%	68%	False	False	71,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.92
2.618	108.01
1.618	106.23
1.000	105.13
0.618	104.45
HIGH	103.35
0.618	102.67
0.500	102.46
0.382	102.25
LOW	101.57
0.618	100.47
1.000	99.79
1.618	98.69
2.618	96.91
4.250	94.01

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	102.46	102.82
PP	102.32	102.56
S1	102.19	102.31

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

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