NYMEX Light Sweet Crude Oil Future January 2014

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

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	96.02	96.62	0.60	0.6%	93.59
High	97.35	98.12	0.77	0.8%	98.12
Low	96.02	96.23	0.21	0.2%	93.59
Close	96.85	97.84	0.99	1.0%	97.84
Range	1.33	1.89	0.56	42.1%	4.53
ATR	1.59	1.61	0.02	1.3%	0.00
Volume	34,541	34,603	62	0.2%	95,779

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.07	102.34	98.88
R3	101.18	100.45	98.36
R2	99.29	99.29	98.19
R1	98.56	98.56	98.01	98.93
PP	97.40	97.40	97.40	97.58
S1	96.67	96.67	97.67	97.04
S2	95.51	95.51	97.49
S3	93.62	94.78	97.32
S4	91.73	92.89	96.80

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.11	108.50	100.33
R3	105.58	103.97	99.09
R2	101.05	101.05	98.67
R1	99.44	99.44	98.26	100.25
PP	96.52	96.52	96.52	96.92
S1	94.91	94.91	97.42	95.72
S2	91.99	91.99	97.01
S3	87.46	90.38	96.59
S4	82.93	85.85	95.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.12	93.38	4.74	4.8%	1.40	1.4%	94%	True	False	20,682
10	98.12	90.40	7.72	7.9%	1.66	1.7%	96%	True	False	17,473
20	98.12	90.40	7.72	7.9%	1.48	1.5%	96%	True	False	12,844
40	98.12	90.35	7.77	7.9%	1.46	1.5%	96%	True	False	9,149

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	0.31
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	106.15
2.618	103.07
1.618	101.18
1.000	100.01
0.618	99.29
HIGH	98.12
0.618	97.40
0.500	97.18
0.382	96.95
LOW	96.23
0.618	95.06
1.000	94.34
1.618	93.17
2.618	91.28
4.250	88.20

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	97.62	97.32
PP	97.40	96.80
S1	97.18	96.28

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

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