NYMEX Light Sweet Crude Oil Future February 2014

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

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	99.20	99.63	0.43	0.4%	99.20
High	99.70	100.75	1.05	1.1%	100.75
Low	99.05	99.37	0.32	0.3%	98.53
Close	99.55	100.32	0.77	0.8%	100.32
Range	0.65	1.38	0.73	112.3%	2.22
ATR	1.23	1.24	0.01	0.9%	0.00
Volume	65,666	127,198	61,532	93.7%	352,014

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.29	103.68	101.08
R3	102.91	102.30	100.70
R2	101.53	101.53	100.57
R1	100.92	100.92	100.45	101.23
PP	100.15	100.15	100.15	100.30
S1	99.54	99.54	100.19	99.85
S2	98.77	98.77	100.07
S3	97.39	98.16	99.94
S4	96.01	96.78	99.56

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.53	105.64	101.54
R3	104.31	103.42	100.93
R2	102.09	102.09	100.73
R1	101.20	101.20	100.52	101.65
PP	99.87	99.87	99.87	100.09
S1	98.98	98.98	100.12	99.43
S2	97.65	97.65	99.91
S3	95.43	96.76	99.71
S4	93.21	94.54	99.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.75	98.53	2.22	2.2%	0.87	0.9%	81%	True	False	100,659
10	100.75	96.52	4.23	4.2%	1.08	1.1%	90%	True	False	126,022
20	100.75	92.39	8.36	8.3%	1.26	1.3%	95%	True	False	108,668
40	100.75	92.10	8.65	8.6%	1.35	1.3%	95%	True	False	76,762
60	102.52	92.10	10.42	10.4%	1.40	1.4%	79%	False	False	62,978
80	104.67	92.10	12.57	12.5%	1.43	1.4%	65%	False	False	51,053
100	106.22	92.10	14.12	14.1%	1.43	1.4%	58%	False	False	42,832
120	106.22	92.10	14.12	14.1%	1.38	1.4%	58%	False	False	37,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	106.62
2.618	104.36
1.618	102.98
1.000	102.13
0.618	101.60
HIGH	100.75
0.618	100.22
0.500	100.06
0.382	99.90
LOW	99.37
0.618	98.52
1.000	97.99
1.618	97.14
2.618	95.76
4.250	93.51

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	100.23	100.09
PP	100.15	99.87
S1	100.06	99.64

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

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