NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	101.51	102.31	0.80	0.8%	103.15
High	102.67	102.54	-0.13	-0.1%	103.88
Low	101.13	101.10	-0.03	0.0%	100.61
Close	102.48	101.41	-1.07	-1.0%	102.06
Range	1.54	1.44	-0.10	-6.5%	3.27
ATR	1.84	1.81	-0.03	-1.5%	0.00
Volume	98,230	147,498	49,268	50.2%	776,671

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.00	105.15	102.20
R3	104.56	103.71	101.81
R2	103.12	103.12	101.67
R1	102.27	102.27	101.54	101.98
PP	101.68	101.68	101.68	101.54
S1	100.83	100.83	101.28	100.54
S2	100.24	100.24	101.15
S3	98.80	99.39	101.01
S4	97.36	97.95	100.62

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.99	110.30	103.86
R3	108.72	107.03	102.96
R2	105.45	105.45	102.66
R1	103.76	103.76	102.36	102.97
PP	102.18	102.18	102.18	101.79
S1	100.49	100.49	101.76	99.70
S2	98.91	98.91	101.46
S3	95.64	97.22	101.16
S4	92.37	93.95	100.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.54	100.61	2.93	2.9%	2.02	2.0%	27%	False	False	154,909
10	103.96	100.61	3.35	3.3%	1.85	1.8%	24%	False	False	143,779
20	106.68	100.61	6.07	6.0%	1.79	1.8%	13%	False	False	125,043
40	109.70	100.61	9.09	9.0%	1.87	1.8%	9%	False	False	101,268
60	109.70	99.65	10.05	9.9%	1.77	1.8%	18%	False	False	88,426
80	109.70	91.05	18.65	18.4%	1.73	1.7%	56%	False	False	88,951
100	109.70	90.69	19.01	18.7%	1.76	1.7%	56%	False	False	84,238
120	109.70	88.78	20.92	20.6%	1.77	1.7%	60%	False	False	79,894

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.25
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	108.66
2.618	106.31
1.618	104.87
1.000	103.98
0.618	103.43
HIGH	102.54
0.618	101.99
0.500	101.82
0.382	101.65
LOW	101.10
0.618	100.21
1.000	99.66
1.618	98.77
2.618	97.33
4.250	94.98

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	101.82	101.73
PP	101.68	101.62
S1	101.55	101.52

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

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