NYMEX Light Sweet Crude Oil Future February 2014

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

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	97.93	98.70	0.77	0.8%	96.81
High	99.49	99.40	-0.09	-0.1%	99.49
Low	97.76	98.54	0.78	0.8%	96.52
Close	99.04	99.32	0.28	0.3%	99.32
Range	1.73	0.86	-0.87	-50.3%	2.97
ATR	1.40	1.36	-0.04	-2.8%	0.00
Volume	192,782	151,281	-41,501	-21.5%	785,792

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.67	101.35	99.79
R3	100.81	100.49	99.56
R2	99.95	99.95	99.48
R1	99.63	99.63	99.40	99.79
PP	99.09	99.09	99.09	99.17
S1	98.77	98.77	99.24	98.93
S2	98.23	98.23	99.16
S3	97.37	97.91	99.08
S4	96.51	97.05	98.85

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.35	106.31	100.95
R3	104.38	103.34	100.14
R2	101.41	101.41	99.86
R1	100.37	100.37	99.59	100.89
PP	98.44	98.44	98.44	98.71
S1	97.40	97.40	99.05	97.92
S2	95.47	95.47	98.78
S3	92.50	94.43	98.50
S4	89.53	91.46	97.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.49	96.52	2.97	3.0%	1.20	1.2%	94%	False	False	157,158
10	99.49	96.52	2.97	3.0%	1.20	1.2%	94%	False	False	133,683
20	99.49	92.10	7.39	7.4%	1.38	1.4%	98%	False	False	101,665
40	99.49	92.10	7.39	7.4%	1.36	1.4%	98%	False	False	70,875
60	102.52	92.10	10.42	10.5%	1.44	1.5%	69%	False	False	58,130
80	104.67	92.10	12.57	12.7%	1.48	1.5%	57%	False	False	47,211
100	106.22	92.10	14.12	14.2%	1.46	1.5%	51%	False	False	39,661
120	106.22	92.10	14.12	14.2%	1.39	1.4%	51%	False	False	34,810

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	103.06
2.618	101.65
1.618	100.79
1.000	100.26
0.618	99.93
HIGH	99.40
0.618	99.07
0.500	98.97
0.382	98.87
LOW	98.54
0.618	98.01
1.000	97.68
1.618	97.15
2.618	96.29
4.250	94.89

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	99.20	99.01
PP	99.09	98.69
S1	98.97	98.38

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

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