NYMEX Light Sweet Crude Oil Future January 2014

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

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	92.01	93.11	1.10	1.2%	95.82
High	93.00	94.36	1.36	1.5%	97.02
Low	91.40	92.85	1.45	1.6%	90.93
Close	92.82	94.15	1.33	1.4%	91.44
Range	1.60	1.51	-0.09	-5.6%	6.09
ATR	1.67	1.66	-0.01	-0.5%	0.00
Volume	22,540	9,506	-13,034	-57.8%	45,439

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.32	97.74	94.98
R3	96.81	96.23	94.57
R2	95.30	95.30	94.43
R1	94.72	94.72	94.29	95.01
PP	93.79	93.79	93.79	93.93
S1	93.21	93.21	94.01	93.50
S2	92.28	92.28	93.87
S3	90.77	91.70	93.73
S4	89.26	90.19	93.32

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	94.36	90.40	3.96	4.2%	1.92	2.0%	95%	True	False	14,263
10	97.02	90.40	6.62	7.0%	1.68	1.8%	57%	False	False	11,066
20	97.02	90.35	6.67	7.1%	1.44	1.5%	57%	False	False	9,310
40	97.02	89.23	7.79	8.3%	1.50	1.6%	63%	False	False	7,433

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.78
2.618	98.31
1.618	96.80
1.000	95.87
0.618	95.29
HIGH	94.36
0.618	93.78
0.500	93.61
0.382	93.43
LOW	92.85
0.618	91.92
1.000	91.34
1.618	90.41
2.618	88.90
4.250	86.43

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	93.97	93.73
PP	93.79	93.30
S1	93.61	92.88

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

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