NYMEX Light Sweet Crude Oil Future January 2014

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

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	96.82	95.47	-1.35	-1.4%	94.05
High	97.02	95.47	-1.55	-1.6%	96.30
Low	96.01	92.65	-3.36	-3.5%	92.73
Close	96.60	93.02	-3.58	-3.7%	96.07
Range	1.01	2.82	1.81	179.2%	3.57
ATR	1.37	1.55	0.18	13.4%	0.00
Volume	4,708	9,038	4,330	92.0%	42,072

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.17	100.42	94.57
R3	99.35	97.60	93.80
R2	96.53	96.53	93.54
R1	94.78	94.78	93.28	94.25
PP	93.71	93.71	93.71	93.45
S1	91.96	91.96	92.76	91.43
S2	90.89	90.89	92.50
S3	88.07	89.14	92.24
S4	85.25	86.32	91.47

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.74	104.48	98.03
R3	102.17	100.91	97.05
R2	98.60	98.60	96.72
R1	97.34	97.34	96.40	97.97
PP	95.03	95.03	95.03	95.35
S1	93.77	93.77	95.74	94.40
S2	91.46	91.46	95.42
S3	87.89	90.20	95.09
S4	84.32	86.63	94.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.02	92.65	4.37	4.7%	1.43	1.5%	8%	False	True	7,869
10	97.02	92.53	4.49	4.8%	1.31	1.4%	11%	False	False	8,215
20	97.02	90.35	6.67	7.2%	1.41	1.5%	40%	False	False	6,888
40	97.02	88.45	8.57	9.2%	1.49	1.6%	53%	False	False	6,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	107.46
2.618	102.85
1.618	100.03
1.000	98.29
0.618	97.21
HIGH	95.47
0.618	94.39
0.500	94.06
0.382	93.73
LOW	92.65
0.618	90.91
1.000	89.83
1.618	88.09
2.618	85.27
4.250	80.67

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	94.06	94.84
PP	93.71	94.23
S1	93.37	93.63

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

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