NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 18-Sep-2013

Day Change Summary
	Previous	Current
	17-Sep-2013	18-Sep-2013	Change	Change %	Previous Week
Open	98.79	98.28	-0.51	-0.5%	101.20
High	98.80	100.67	1.87	1.9%	101.36
Low	97.96	98.28	0.32	0.3%	98.75
Close	98.29	100.54	2.25	2.3%	100.33
Range	0.84	2.39	1.55	184.5%	2.61
ATR	1.19	1.27	0.09	7.2%	0.00
Volume	8,929	5,818	-3,111	-34.8%	24,731

Daily Pivots for day following 18-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.00	106.16	101.85
R3	104.61	103.77	101.20
R2	102.22	102.22	100.98
R1	101.38	101.38	100.76	101.80
PP	99.83	99.83	99.83	100.04
S1	98.99	98.99	100.32	99.41
S2	97.44	97.44	100.10
S3	95.05	96.60	99.88
S4	92.66	94.21	99.23

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.98	106.76	101.77
R3	105.37	104.15	101.05
R2	102.76	102.76	100.81
R1	101.54	101.54	100.57	100.85
PP	100.15	100.15	100.15	99.80
S1	98.93	98.93	100.09	98.24
S2	97.54	97.54	99.85
S3	94.93	96.32	99.61
S4	92.32	93.71	98.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.67	97.96	2.71	2.7%	1.28	1.3%	95%	True	False	5,723
10	101.62	97.96	3.66	3.6%	1.19	1.2%	70%	False	False	5,187
20	103.06	97.95	5.11	5.1%	1.18	1.2%	51%	False	False	4,832
40	103.06	95.56	7.50	7.5%	1.01	1.0%	66%	False	False	4,154

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	0.14
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	110.83
2.618	106.93
1.618	104.54
1.000	103.06
0.618	102.15
HIGH	100.67
0.618	99.76
0.500	99.48
0.382	99.19
LOW	98.28
0.618	96.80
1.000	95.89
1.618	94.41
2.618	92.02
4.250	88.12

Fisher Pivots for day following 18-Sep-2013
Pivot	1 day	3 day
R1	100.19	100.13
PP	99.83	99.72
S1	99.48	99.32

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

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