NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	100.91	101.55	0.64	0.6%	102.52
High	101.84	102.30	0.46	0.5%	102.79
Low	100.78	101.04	0.26	0.3%	100.61
Close	101.74	101.50	-0.24	-0.2%	101.50
Range	1.06	1.26	0.20	18.9%	2.18
ATR	1.68	1.65	-0.03	-1.8%	0.00
Volume	44,956	23,538	-21,418	-47.6%	188,956

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.39	104.71	102.19
R3	104.13	103.45	101.85
R2	102.87	102.87	101.73
R1	102.19	102.19	101.62	101.90
PP	101.61	101.61	101.61	101.47
S1	100.93	100.93	101.38	100.64
S2	100.35	100.35	101.27
S3	99.09	99.67	101.15
S4	97.83	98.41	100.81

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.17	107.02	102.70
R3	105.99	104.84	102.10
R2	103.81	103.81	101.90
R1	102.66	102.66	101.70	102.15
PP	101.63	101.63	101.63	101.38
S1	100.48	100.48	101.30	99.97
S2	99.45	99.45	101.10
S3	97.27	98.30	100.90
S4	95.09	96.12	100.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.79	100.61	2.18	2.1%	1.38	1.4%	41%	False	False	37,791
10	105.15	100.61	4.54	4.5%	1.67	1.6%	20%	False	False	32,428
20	106.38	100.61	5.77	5.7%	1.71	1.7%	15%	False	False	26,704
40	107.94	98.55	9.39	9.3%	1.63	1.6%	31%	False	False	24,159
60	107.94	96.23	11.71	11.5%	1.52	1.5%	45%	False	False	22,911
80	107.94	90.40	17.54	17.3%	1.50	1.5%	63%	False	False	20,027
100	107.94	90.35	17.59	17.3%	1.49	1.5%	63%	False	False	17,106

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.66
2.618	105.60
1.618	104.34
1.000	103.56
0.618	103.08
HIGH	102.30
0.618	101.82
0.500	101.67
0.382	101.52
LOW	101.04
0.618	100.26
1.000	99.78
1.618	99.00
2.618	97.74
4.250	95.69

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	101.67	101.58
PP	101.61	101.55
S1	101.56	101.53

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

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