NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	98.28	100.86	2.58	2.6%	101.20
High	100.67	100.86	0.19	0.2%	101.36
Low	98.28	99.11	0.83	0.8%	98.75
Close	100.54	99.31	-1.23	-1.2%	100.33
Range	2.39	1.75	-0.64	-26.8%	2.61
ATR	1.27	1.31	0.03	2.7%	0.00
Volume	5,818	7,882	2,064	35.5%	24,731

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.01	103.91	100.27
R3	103.26	102.16	99.79
R2	101.51	101.51	99.63
R1	100.41	100.41	99.47	100.09
PP	99.76	99.76	99.76	99.60
S1	98.66	98.66	99.15	98.34
S2	98.01	98.01	98.99
S3	96.26	96.91	98.83
S4	94.51	95.16	98.35

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	100.86	97.96	2.90	2.9%	1.44	1.4%	47%	True	False	6,557
10	101.62	97.96	3.66	3.7%	1.29	1.3%	37%	False	False	5,667
20	103.06	97.96	5.10	5.1%	1.22	1.2%	26%	False	False	4,909
40	103.06	95.56	7.50	7.6%	1.03	1.0%	50%	False	False	4,209

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.30
2.618	105.44
1.618	103.69
1.000	102.61
0.618	101.94
HIGH	100.86
0.618	100.19
0.500	99.99
0.382	99.78
LOW	99.11
0.618	98.03
1.000	97.36
1.618	96.28
2.618	94.53
4.250	91.67

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	99.99	99.41
PP	99.76	99.38
S1	99.54	99.34

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

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