NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	99.80	99.55	-0.25	-0.3%	98.72
High	99.95	100.52	0.57	0.6%	101.62
Low	99.16	99.55	0.39	0.4%	98.72
Close	99.65	100.52	0.87	0.9%	101.62
Range	0.79	0.97	0.18	22.8%	2.90
ATR	1.15	1.14	-0.01	-1.1%	0.00
Volume	5,374	3,709	-1,665	-31.0%	17,885

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.11	102.78	101.05
R3	102.14	101.81	100.79
R2	101.17	101.17	100.70
R1	100.84	100.84	100.61	101.01
PP	100.20	100.20	100.20	100.28
S1	99.87	99.87	100.43	100.04
S2	99.23	99.23	100.34
S3	98.26	98.90	100.25
S4	97.29	97.93	99.99

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.35	108.39	103.22
R3	106.45	105.49	102.42
R2	103.55	103.55	102.15
R1	102.59	102.59	101.89	103.07
PP	100.65	100.65	100.65	100.90
S1	99.69	99.69	101.35	100.17
S2	97.75	97.75	101.09
S3	94.85	96.79	100.82
S4	91.95	93.89	100.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.62	98.75	2.87	2.9%	1.14	1.1%	62%	False	False	4,777
10	101.62	98.72	2.90	2.9%	1.09	1.1%	62%	False	False	4,610
20	103.06	97.95	5.11	5.1%	1.05	1.0%	50%	False	False	4,305
40	103.06	95.56	7.50	7.5%	0.95	0.9%	66%	False	False	3,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.09
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.64
2.618	103.06
1.618	102.09
1.000	101.49
0.618	101.12
HIGH	100.52
0.618	100.15
0.500	100.04
0.382	99.92
LOW	99.55
0.618	98.95
1.000	98.58
1.618	97.98
2.618	97.01
4.250	95.43

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	100.36	100.23
PP	100.20	99.93
S1	100.04	99.64

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

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