NYMEX Light Sweet Crude Oil Future May 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	96.91	99.76	2.85	2.9%	99.93
High	99.55	99.89	0.34	0.3%	100.10
Low	96.91	98.34	1.43	1.5%	97.74
Close	99.55	98.35	-1.20	-1.2%	99.25
Range	2.64	1.55	-1.09	-41.3%	2.36
ATR	1.11	1.14	0.03	2.9%	0.00
Volume	4,083	5,357	1,274	31.2%	19,031

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.51	102.48	99.20
R3	101.96	100.93	98.78
R2	100.41	100.41	98.63
R1	99.38	99.38	98.49	99.12
PP	98.86	98.86	98.86	98.73
S1	97.83	97.83	98.21	97.57
S2	97.31	97.31	98.07
S3	95.76	96.28	97.92
S4	94.21	94.73	97.50

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.11	105.04	100.55
R3	103.75	102.68	99.90
R2	101.39	101.39	99.68
R1	100.32	100.32	99.47	99.68
PP	99.03	99.03	99.03	98.71
S1	97.96	97.96	99.03	97.32
S2	96.67	96.67	98.82
S3	94.31	95.60	98.60
S4	91.95	93.24	97.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.89	96.91	2.98	3.0%	1.43	1.4%	48%	True	False	4,087
10	100.38	96.91	3.47	3.5%	1.06	1.1%	41%	False	False	3,926
20	101.55	96.91	4.64	4.7%	0.86	0.9%	31%	False	False	3,677

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	0.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.48
2.618	103.95
1.618	102.40
1.000	101.44
0.618	100.85
HIGH	99.89
0.618	99.30
0.500	99.12
0.382	98.93
LOW	98.34
0.618	97.38
1.000	96.79
1.618	95.83
2.618	94.28
4.250	91.75

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	99.12	98.40
PP	98.86	98.38
S1	98.61	98.37

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

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