NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	96.62	98.16	1.54	1.6%	93.59
High	98.12	98.19	0.07	0.1%	98.12
Low	96.23	97.17	0.94	1.0%	93.59
Close	97.84	97.90	0.06	0.1%	97.84
Range	1.89	1.02	-0.87	-46.0%	4.53
ATR	1.61	1.57	-0.04	-2.6%	0.00
Volume	34,603	18,125	-16,478	-47.6%	95,779

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.81	100.38	98.46
R3	99.79	99.36	98.18
R2	98.77	98.77	98.09
R1	98.34	98.34	97.99	98.05
PP	97.75	97.75	97.75	97.61
S1	97.32	97.32	97.81	97.03
S2	96.73	96.73	97.71
S3	95.71	96.30	97.62
S4	94.69	95.28	97.34

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	98.19	93.59	4.60	4.7%	1.37	1.4%	94%	True	False	22,780
10	98.19	90.40	7.79	8.0%	1.50	1.5%	96%	True	False	17,825
20	98.19	90.40	7.79	8.0%	1.43	1.5%	96%	True	False	13,288
40	98.19	90.35	7.84	8.0%	1.46	1.5%	96%	True	False	9,411

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	0.24
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	102.53
2.618	100.86
1.618	99.84
1.000	99.21
0.618	98.82
HIGH	98.19
0.618	97.80
0.500	97.68
0.382	97.56
LOW	97.17
0.618	96.54
1.000	96.15
1.618	95.52
2.618	94.50
4.250	92.84

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	97.83	97.64
PP	97.75	97.37
S1	97.68	97.11

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

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