NYMEX Light Sweet Crude Oil Future March 2014

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

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	100.95	100.44	-0.51	-0.5%	101.21
High	100.95	102.66	1.71	1.7%	101.28
Low	100.09	100.40	0.31	0.3%	98.98
Close	100.25	102.50	2.25	2.2%	100.49
Range	0.86	2.26	1.40	162.8%	2.30
ATR	1.15	1.24	0.09	7.8%	0.00
Volume	10,551	6,868	-3,683	-34.9%	76,630

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.63	107.83	103.74
R3	106.37	105.57	103.12
R2	104.11	104.11	102.91
R1	103.31	103.31	102.71	103.71
PP	101.85	101.85	101.85	102.06
S1	101.05	101.05	102.29	101.45
S2	99.59	99.59	102.09
S3	97.33	98.79	101.88
S4	95.07	96.53	101.26

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.15	106.12	101.76
R3	104.85	103.82	101.12
R2	102.55	102.55	100.91
R1	101.52	101.52	100.70	100.89
PP	100.25	100.25	100.25	99.93
S1	99.22	99.22	100.28	98.59
S2	97.95	97.95	100.07
S3	95.65	96.92	99.86
S4	93.35	94.62	99.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.66	98.98	3.68	3.6%	1.27	1.2%	96%	True	False	14,370
10	102.66	98.98	3.68	3.6%	1.11	1.1%	96%	True	False	12,926
20	102.66	96.50	6.16	6.0%	1.26	1.2%	97%	True	False	12,057
40	102.66	93.17	9.49	9.3%	1.16	1.1%	98%	True	False	13,376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	112.27
2.618	108.58
1.618	106.32
1.000	104.92
0.618	104.06
HIGH	102.66
0.618	101.80
0.500	101.53
0.382	101.26
LOW	100.40
0.618	99.00
1.000	98.14
1.618	96.74
2.618	94.48
4.250	90.80

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	102.18	101.97
PP	101.85	101.44
S1	101.53	100.91

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

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