NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	101.68	102.33	0.65	0.6%	103.83
High	102.70	103.18	0.48	0.5%	104.07
Low	101.60	101.85	0.25	0.2%	101.57
Close	102.52	102.34	-0.18	-0.2%	102.34
Range	1.10	1.33	0.23	20.9%	2.50
ATR	1.83	1.80	-0.04	-2.0%	0.00
Volume	112,166	89,608	-22,558	-20.1%	552,278

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.45	105.72	103.07
R3	105.12	104.39	102.71
R2	103.79	103.79	102.58
R1	103.06	103.06	102.46	103.43
PP	102.46	102.46	102.46	102.64
S1	101.73	101.73	102.22	102.10
S2	101.13	101.13	102.10
S3	99.80	100.40	101.97
S4	98.47	99.07	101.61

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.16	108.75	103.72
R3	107.66	106.25	103.03
R2	105.16	105.16	102.80
R1	103.75	103.75	102.57	103.21
PP	102.66	102.66	102.66	102.39
S1	101.25	101.25	102.11	100.71
S2	100.16	100.16	101.88
S3	97.66	98.75	101.65
S4	95.16	96.25	100.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.07	101.57	2.50	2.4%	1.47	1.4%	31%	False	False	110,455
10	106.68	101.57	5.11	5.0%	1.76	1.7%	15%	False	False	101,809
20	108.12	101.57	6.55	6.4%	1.86	1.8%	12%	False	False	88,107
40	109.70	99.65	10.05	9.8%	1.80	1.8%	27%	False	False	79,536
60	109.70	97.17	12.53	12.2%	1.72	1.7%	41%	False	False	79,770
80	109.70	91.05	18.65	18.2%	1.73	1.7%	61%	False	False	78,937
100	109.70	90.69	19.01	18.6%	1.75	1.7%	61%	False	False	74,473
120	109.70	85.52	24.18	23.6%	1.81	1.8%	70%	False	False	72,002

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.83
2.618	106.66
1.618	105.33
1.000	104.51
0.618	104.00
HIGH	103.18
0.618	102.67
0.500	102.52
0.382	102.36
LOW	101.85
0.618	101.03
1.000	100.52
1.618	99.70
2.618	98.37
4.250	96.20

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	102.52	102.46
PP	102.46	102.42
S1	102.40	102.38

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

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