NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 23-Oct-2013

Day Change Summary
	Previous	Current
	22-Oct-2013	23-Oct-2013	Change	Change %	Previous Week
Open	98.77	97.76	-1.01	-1.0%	100.33
High	99.57	97.92	-1.65	-1.7%	101.81
Low	97.78	95.79	-1.99	-2.0%	99.04
Close	97.93	96.27	-1.66	-1.7%	99.91
Range	1.79	2.13	0.34	19.0%	2.77
ATR	1.54	1.58	0.04	2.8%	0.00
Volume	37,746	54,584	16,838	44.6%	203,274

Daily Pivots for day following 23-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.05	101.79	97.44
R3	100.92	99.66	96.86
R2	98.79	98.79	96.66
R1	97.53	97.53	96.47	97.10
PP	96.66	96.66	96.66	96.44
S1	95.40	95.40	96.07	94.97
S2	94.53	94.53	95.88
S3	92.40	93.27	95.68
S4	90.27	91.14	95.10

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.56	107.01	101.43
R3	105.79	104.24	100.67
R2	103.02	103.02	100.42
R1	101.47	101.47	100.16	100.86
PP	100.25	100.25	100.25	99.95
S1	98.70	98.70	99.66	98.09
S2	97.48	97.48	99.40
S3	94.71	95.93	99.15
S4	91.94	93.16	98.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.21	95.79	5.42	5.6%	1.72	1.8%	9%	False	True	43,807
10	101.81	95.79	6.02	6.3%	1.63	1.7%	8%	False	True	39,774
20	101.81	95.79	6.02	6.3%	1.52	1.6%	8%	False	True	32,349
40	104.37	95.79	8.58	8.9%	1.52	1.6%	6%	False	True	25,009
60	104.37	95.79	8.58	8.9%	1.43	1.5%	6%	False	True	20,691
80	104.37	93.17	11.20	11.6%	1.34	1.4%	28%	False	False	19,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.97
2.618	103.50
1.618	101.37
1.000	100.05
0.618	99.24
HIGH	97.92
0.618	97.11
0.500	96.86
0.382	96.60
LOW	95.79
0.618	94.47
1.000	93.66
1.618	92.34
2.618	90.21
4.250	86.74

Fisher Pivots for day following 23-Oct-2013
Pivot	1 day	3 day
R1	96.86	97.89
PP	96.66	97.35
S1	96.47	96.81

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

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