NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	98.30	97.37	-0.93	-0.9%	97.90
High	98.34	97.39	-0.95	-1.0%	99.89
Low	97.10	96.73	-0.37	-0.4%	96.91
Close	97.58	97.39	-0.19	-0.2%	98.20
Range	1.24	0.66	-0.58	-46.8%	2.98
ATR	1.09	1.08	-0.02	-1.6%	0.00
Volume	3,302	3,808	506	15.3%	20,662

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.15	98.93	97.75
R3	98.49	98.27	97.57
R2	97.83	97.83	97.51
R1	97.61	97.61	97.45	97.72
PP	97.17	97.17	97.17	97.23
S1	96.95	96.95	97.33	97.06
S2	96.51	96.51	97.27
S3	95.85	96.29	97.21
S4	95.19	95.63	97.03

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.27	105.72	99.84
R3	104.29	102.74	99.02
R2	101.31	101.31	98.75
R1	99.76	99.76	98.47	100.54
PP	98.33	98.33	98.33	98.72
S1	96.78	96.78	97.93	97.56
S2	95.35	95.35	97.65
S3	92.37	93.80	97.38
S4	89.39	90.82	96.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.89	96.73	3.16	3.2%	1.29	1.3%	21%	False	True	4,072
10	99.89	96.73	3.16	3.2%	1.03	1.1%	21%	False	True	3,916
20	101.55	96.73	4.82	4.9%	0.90	0.9%	14%	False	True	3,784

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	False
Stretch	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.20
2.618	99.12
1.618	98.46
1.000	98.05
0.618	97.80
HIGH	97.39
0.618	97.14
0.500	97.06
0.382	96.98
LOW	96.73
0.618	96.32
1.000	96.07
1.618	95.66
2.618	95.00
4.250	93.93

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	97.28	97.61
PP	97.17	97.54
S1	97.06	97.46

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

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