NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 18-Oct-2013

Day Change Summary
	Previous	Current
	17-Oct-2013	18-Oct-2013	Change	Change %	Previous Week
Open	102.14	100.83	-1.31	-1.3%	100.97
High	102.32	101.77	-0.55	-0.5%	102.99
Low	100.07	100.53	0.46	0.5%	100.07
Close	100.62	100.99	0.37	0.4%	100.99
Range	2.25	1.24	-1.01	-44.9%	2.92
ATR	1.76	1.72	-0.04	-2.1%	0.00
Volume	87,200	94,313	7,113	8.2%	377,372

Daily Pivots for day following 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.82	104.14	101.67
R3	103.58	102.90	101.33
R2	102.34	102.34	101.22
R1	101.66	101.66	101.10	102.00
PP	101.10	101.10	101.10	101.27
S1	100.42	100.42	100.88	100.76
S2	99.86	99.86	100.76
S3	98.62	99.18	100.65
S4	97.38	97.94	100.31

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.11	108.47	102.60
R3	107.19	105.55	101.79
R2	104.27	104.27	101.53
R1	102.63	102.63	101.26	103.45
PP	101.35	101.35	101.35	101.76
S1	99.71	99.71	100.72	100.53
S2	98.43	98.43	100.45
S3	95.51	96.79	100.19
S4	92.59	93.87	99.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.99	100.07	2.92	2.9%	1.71	1.7%	32%	False	False	75,474
10	103.34	100.07	3.27	3.2%	1.82	1.8%	28%	False	False	67,763
20	103.34	99.90	3.44	3.4%	1.64	1.6%	32%	False	False	55,276
40	107.94	99.90	8.04	8.0%	1.76	1.7%	14%	False	False	39,041
60	107.94	98.55	9.39	9.3%	1.63	1.6%	26%	False	False	32,718
80	107.94	92.85	15.09	14.9%	1.55	1.5%	54%	False	False	29,620
100	107.94	90.35	17.59	17.4%	1.53	1.5%	60%	False	False	25,503
120	107.94	88.45	19.49	19.3%	1.54	1.5%	64%	False	False	22,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	107.04
2.618	105.02
1.618	103.78
1.000	103.01
0.618	102.54
HIGH	101.77
0.618	101.30
0.500	101.15
0.382	101.00
LOW	100.53
0.618	99.76
1.000	99.29
1.618	98.52
2.618	97.28
4.250	95.26

Fisher Pivots for day following 18-Oct-2013
Pivot	1 day	3 day
R1	101.15	101.53
PP	101.10	101.35
S1	101.04	101.17

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

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