NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	95.47	92.92	-2.55	-2.7%	95.82
High	95.47	93.57	-1.90	-2.0%	97.02
Low	92.65	90.93	-1.72	-1.9%	90.93
Close	93.02	91.44	-1.58	-1.7%	91.44
Range	2.82	2.64	-0.18	-6.4%	6.09
ATR	1.55	1.63	0.08	5.0%	0.00
Volume	9,038	14,596	5,558	61.5%	45,439

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.90	98.31	92.89
R3	97.26	95.67	92.17
R2	94.62	94.62	91.92
R1	93.03	93.03	91.68	92.51
PP	91.98	91.98	91.98	91.72
S1	90.39	90.39	91.20	89.87
S2	89.34	89.34	90.96
S3	86.70	87.75	90.71
S4	84.06	85.11	89.99

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.40	107.51	94.79
R3	105.31	101.42	93.11
R2	99.22	99.22	92.56
R1	95.33	95.33	92.00	94.23
PP	93.13	93.13	93.13	92.58
S1	89.24	89.24	90.88	88.14
S2	87.04	87.04	90.32
S3	80.95	83.15	89.77
S4	74.86	77.06	88.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.02	90.93	6.09	6.7%	1.66	1.8%	8%	False	True	9,087
10	97.02	90.93	6.09	6.7%	1.35	1.5%	8%	False	True	8,751
20	97.02	90.35	6.67	7.3%	1.46	1.6%	16%	False	False	7,355
40	97.02	88.45	8.57	9.4%	1.50	1.6%	35%	False	False	6,547

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.79
2.618	100.48
1.618	97.84
1.000	96.21
0.618	95.20
HIGH	93.57
0.618	92.56
0.500	92.25
0.382	91.94
LOW	90.93
0.618	89.30
1.000	88.29
1.618	86.66
2.618	84.02
4.250	79.71

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	92.25	93.98
PP	91.98	93.13
S1	91.71	92.29

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

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