NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	100.54	102.18	1.64	1.6%	100.10
High	102.18	102.93	0.75	0.7%	102.93
Low	100.19	101.24	1.05	1.0%	98.79
Close	102.13	101.74	-0.39	-0.4%	101.74
Range	1.99	1.69	-0.30	-15.1%	4.14
ATR	1.41	1.43	0.02	1.4%	0.00
Volume	16,049	23,838	7,789	48.5%	84,094

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.04	106.08	102.67
R3	105.35	104.39	102.20
R2	103.66	103.66	102.05
R1	102.70	102.70	101.89	102.34
PP	101.97	101.97	101.97	101.79
S1	101.01	101.01	101.59	100.65
S2	100.28	100.28	101.43
S3	98.59	99.32	101.28
S4	96.90	97.63	100.81

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.57	111.80	104.02
R3	109.43	107.66	102.88
R2	105.29	105.29	102.50
R1	103.52	103.52	102.12	104.41
PP	101.15	101.15	101.15	101.60
S1	99.38	99.38	101.36	100.27
S2	97.01	97.01	100.98
S3	92.87	95.24	100.60
S4	88.73	91.10	99.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.93	98.79	4.14	4.1%	1.46	1.4%	71%	True	False	16,818
10	102.93	98.79	4.14	4.1%	1.42	1.4%	71%	True	False	16,883
20	102.93	97.17	5.76	5.7%	1.30	1.3%	79%	True	False	19,878
40	102.93	90.40	12.53	12.3%	1.39	1.4%	91%	True	False	16,361
60	102.93	90.35	12.58	12.4%	1.41	1.4%	91%	True	False	12,725

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	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.11
2.618	107.35
1.618	105.66
1.000	104.62
0.618	103.97
HIGH	102.93
0.618	102.28
0.500	102.09
0.382	101.89
LOW	101.24
0.618	100.20
1.000	99.55
1.618	98.51
2.618	96.82
4.250	94.06

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	102.09	101.45
PP	101.97	101.15
S1	101.86	100.86

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

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