NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	92.85	90.05	-2.80	-3.0%	95.85
High	92.96	92.19	-0.77	-0.8%	96.44
Low	90.29	90.05	-0.24	-0.3%	90.29
Close	90.83	91.79	0.96	1.1%	90.83
Range	2.67	2.14	-0.53	-19.9%	6.15
ATR	1.47	1.52	0.05	3.2%	0.00
Volume	4,860	3,464	-1,396	-28.7%	13,783

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.76	96.92	92.97
R3	95.62	94.78	92.38
R2	93.48	93.48	92.18
R1	92.64	92.64	91.99	93.06
PP	91.34	91.34	91.34	91.56
S1	90.50	90.50	91.59	90.92
S2	89.20	89.20	91.40
S3	87.06	88.36	91.20
S4	84.92	86.22	90.61

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.97	107.05	94.21
R3	104.82	100.90	92.52
R2	98.67	98.67	91.96
R1	94.75	94.75	91.39	93.64
PP	92.52	92.52	92.52	91.96
S1	88.60	88.60	90.27	87.49
S2	86.37	86.37	89.70
S3	80.22	82.45	89.14
S4	74.07	76.30	87.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.44	90.05	6.39	7.0%	1.79	1.9%	27%	False	True	2,778
10	96.44	90.05	6.39	7.0%	1.47	1.6%	27%	False	True	3,102
20	96.44	90.05	6.39	7.0%	1.40	1.5%	27%	False	True	2,929

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.29
2.618	97.79
1.618	95.65
1.000	94.33
0.618	93.51
HIGH	92.19
0.618	91.37
0.500	91.12
0.382	90.87
LOW	90.05
0.618	88.73
1.000	87.91
1.618	86.59
2.618	84.45
4.250	80.96

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	91.57	92.46
PP	91.34	92.24
S1	91.12	92.01

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

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