NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	102.80	102.52	-0.28	-0.3%	103.90
High	103.48	102.79	-0.69	-0.7%	105.15
Low	102.22	101.12	-1.10	-1.1%	101.54
Close	102.49	101.62	-0.87	-0.8%	102.49
Range	1.26	1.67	0.41	32.5%	3.61
ATR	1.78	1.77	-0.01	-0.4%	0.00
Volume	28,527	43,981	15,454	54.2%	135,331

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.85	105.91	102.54
R3	105.18	104.24	102.08
R2	103.51	103.51	101.93
R1	102.57	102.57	101.77	102.21
PP	101.84	101.84	101.84	101.66
S1	100.90	100.90	101.47	100.54
S2	100.17	100.17	101.31
S3	98.50	99.23	101.16
S4	96.83	97.56	100.70

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	101.12	4.03	4.0%	1.99	2.0%	12%	False	True	32,170
10	105.15	101.12	4.03	4.0%	1.74	1.7%	12%	False	True	27,824
20	107.94	101.00	6.94	6.8%	1.87	1.8%	9%	False	False	23,839
40	107.94	98.55	9.39	9.2%	1.64	1.6%	33%	False	False	22,041
60	107.94	93.38	14.56	14.3%	1.52	1.5%	57%	False	False	21,642
80	107.94	90.35	17.59	17.3%	1.50	1.5%	64%	False	False	18,559
100	107.94	89.23	18.71	18.4%	1.51	1.5%	66%	False	False	15,958

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	109.89
2.618	107.16
1.618	105.49
1.000	104.46
0.618	103.82
HIGH	102.79
0.618	102.15
0.500	101.96
0.382	101.76
LOW	101.12
0.618	100.09
1.000	99.45
1.618	98.42
2.618	96.75
4.250	94.02

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	101.96	103.14
PP	101.84	102.63
S1	101.73	102.13

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

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