NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	104.66	103.90	-0.76	-0.7%	105.67
High	104.66	104.14	-0.52	-0.5%	106.03
Low	103.32	102.64	-0.68	-0.7%	102.56
Close	104.37	103.35	-1.02	-1.0%	104.37
Range	1.34	1.50	0.16	11.9%	3.47
ATR	1.67	1.68	0.00	0.2%	0.00
Volume	29,509	18,458	-11,051	-37.4%	118,788

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.88	107.11	104.18
R3	106.38	105.61	103.76
R2	104.88	104.88	103.63
R1	104.11	104.11	103.49	103.75
PP	103.38	103.38	103.38	103.19
S1	102.61	102.61	103.21	102.25
S2	101.88	101.88	103.08
S3	100.38	101.11	102.94
S4	98.88	99.61	102.53

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	114.73	113.02	106.28
R3	111.26	109.55	105.32
R2	107.79	107.79	105.01
R1	106.08	106.08	104.69	105.20
PP	104.32	104.32	104.32	103.88
S1	102.61	102.61	104.05	101.73
S2	100.85	100.85	103.73
S3	97.38	99.14	103.42
S4	93.91	95.67	102.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.97	102.56	2.41	2.3%	1.49	1.4%	33%	False	False	23,478
10	106.38	101.00	5.38	5.2%	1.71	1.7%	44%	False	False	21,001
20	107.94	101.00	6.94	6.7%	1.72	1.7%	34%	False	False	21,949
40	107.94	98.55	9.39	9.1%	1.56	1.5%	51%	False	False	20,138
60	107.94	90.40	17.54	17.0%	1.52	1.5%	74%	False	False	20,150
80	107.94	90.35	17.59	17.0%	1.49	1.4%	74%	False	False	16,834
100	107.94	88.45	19.49	18.9%	1.51	1.5%	76%	False	False	14,589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.52
2.618	108.07
1.618	106.57
1.000	105.64
0.618	105.07
HIGH	104.14
0.618	103.57
0.500	103.39
0.382	103.21
LOW	102.64
0.618	101.71
1.000	101.14
1.618	100.21
2.618	98.71
4.250	96.27

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	103.39	103.81
PP	103.38	103.65
S1	103.36	103.50

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

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