NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 20-Sep-2013

Day Change Summary
	Previous	Current
	19-Sep-2013	20-Sep-2013	Change	Change %	Previous Week
Open	104.53	102.80	-1.73	-1.7%	103.90
High	105.15	103.48	-1.67	-1.6%	105.15
Low	102.88	102.22	-0.66	-0.6%	101.54
Close	103.11	102.49	-0.62	-0.6%	102.49
Range	2.27	1.26	-1.01	-44.5%	3.61
ATR	1.82	1.78	-0.04	-2.2%	0.00
Volume	37,095	28,527	-8,568	-23.1%	135,331

Daily Pivots for day following 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.51	105.76	103.18
R3	105.25	104.50	102.84
R2	103.99	103.99	102.72
R1	103.24	103.24	102.61	102.99
PP	102.73	102.73	102.73	102.60
S1	101.98	101.98	102.37	101.73
S2	101.47	101.47	102.26
S3	100.21	100.72	102.14
S4	98.95	99.46	101.80

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.89	111.80	104.48
R3	110.28	108.19	103.48
R2	106.67	106.67	103.15
R1	104.58	104.58	102.82	103.82
PP	103.06	103.06	103.06	102.68
S1	100.97	100.97	102.16	100.21
S2	99.45	99.45	101.83
S3	95.84	97.36	101.50
S4	92.23	93.75	100.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.15	101.54	3.61	3.5%	1.96	1.9%	26%	False	False	27,066
10	106.03	101.54	4.49	4.4%	1.73	1.7%	21%	False	False	25,411
20	107.94	101.00	6.94	6.8%	1.88	1.8%	21%	False	False	22,806
40	107.94	98.55	9.39	9.2%	1.62	1.6%	42%	False	False	21,439
60	107.94	92.85	15.09	14.7%	1.52	1.5%	64%	False	False	21,067
80	107.94	90.35	17.59	17.2%	1.50	1.5%	69%	False	False	18,060
100	107.94	88.45	19.49	19.0%	1.52	1.5%	72%	False	False	15,562

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	0.32
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	108.84
2.618	106.78
1.618	105.52
1.000	104.74
0.618	104.26
HIGH	103.48
0.618	103.00
0.500	102.85
0.382	102.70
LOW	102.22
0.618	101.44
1.000	100.96
1.618	100.18
2.618	98.92
4.250	96.87

Fisher Pivots for day following 20-Sep-2013
Pivot	1 day	3 day
R1	102.85	103.37
PP	102.73	103.08
S1	102.61	102.78

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

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