NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	91.92	92.64	0.72	0.8%	91.90
High	92.92	93.29	0.37	0.4%	94.32
Low	91.35	92.55	1.20	1.3%	90.58
Close	92.32	92.55	0.23	0.2%	90.83
Range	1.57	0.74	-0.83	-52.9%	3.74
ATR	1.65	1.60	-0.05	-2.9%	0.00
Volume	5,802	9,706	3,904	67.3%	18,365

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	95.02	94.52	92.96
R3	94.28	93.78	92.75
R2	93.54	93.54	92.69
R1	93.04	93.04	92.62	92.92
PP	92.80	92.80	92.80	92.74
S1	92.30	92.30	92.48	92.18
S2	92.06	92.06	92.41
S3	91.32	91.56	92.35
S4	90.58	90.82	92.14

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.13	100.72	92.89
R3	99.39	96.98	91.86
R2	95.65	95.65	91.52
R1	93.24	93.24	91.17	92.58
PP	91.91	91.91	91.91	91.58
S1	89.50	89.50	90.49	88.84
S2	88.17	88.17	90.14
S3	84.43	85.76	89.80
S4	80.69	82.02	88.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.29	90.35	2.94	3.2%	1.42	1.5%	75%	True	False	6,318
10	94.32	90.35	3.97	4.3%	1.59	1.7%	55%	False	False	5,339
20	95.18	90.35	4.83	5.2%	1.44	1.6%	46%	False	False	5,422

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	0.32
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	96.44
2.618	95.23
1.618	94.49
1.000	94.03
0.618	93.75
HIGH	93.29
0.618	93.01
0.500	92.92
0.382	92.83
LOW	92.55
0.618	92.09
1.000	91.81
1.618	91.35
2.618	90.61
4.250	89.41

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	92.92	92.31
PP	92.80	92.06
S1	92.67	91.82

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

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