NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	100.88	99.00	-1.88	-1.9%	100.95
High	102.12	102.01	-0.11	-0.1%	104.37
Low	100.88	99.00	-1.88	-1.9%	100.09
Close	101.34	101.91	0.57	0.6%	101.34
Range	1.24	3.01	1.77	142.7%	4.28
ATR	1.31	1.43	0.12	9.2%	0.00
Volume	13,924	13,924	0	0.0%	70,342

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.00	108.97	103.57
R3	106.99	105.96	102.74
R2	103.98	103.98	102.46
R1	102.95	102.95	102.19	103.47
PP	100.97	100.97	100.97	101.23
S1	99.94	99.94	101.63	100.46
S2	97.96	97.96	101.36
S3	94.95	96.93	101.08
S4	91.94	93.92	100.25

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	114.77	112.34	103.69
R3	110.49	108.06	102.52
R2	106.21	106.21	102.12
R1	103.78	103.78	101.73	105.00
PP	101.93	101.93	101.93	102.54
S1	99.50	99.50	100.95	100.72
S2	97.65	97.65	100.56
S3	93.37	95.22	100.16
S4	89.09	90.94	98.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.37	99.00	5.37	5.3%	2.00	2.0%	54%	False	True	14,743
10	104.37	98.98	5.39	5.3%	1.53	1.5%	54%	False	False	14,748
20	104.37	96.50	7.87	7.7%	1.35	1.3%	69%	False	False	12,799
40	104.37	95.55	8.82	8.7%	1.25	1.2%	72%	False	False	13,237

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	0.16
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	114.80
2.618	109.89
1.618	106.88
1.000	105.02
0.618	103.87
HIGH	102.01
0.618	100.86
0.500	100.51
0.382	100.15
LOW	99.00
0.618	97.14
1.000	95.99
1.618	94.13
2.618	91.12
4.250	86.21

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	101.44	101.61
PP	100.97	101.31
S1	100.51	101.01

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

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