NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 23-Oct-2013

Day Change Summary
	Previous	Current
	22-Oct-2013	23-Oct-2013	Change	Change %	Previous Week
Open	97.58	96.70	-0.88	-0.9%	99.26
High	98.12	96.87	-1.25	-1.3%	100.11
Low	96.72	94.94	-1.78	-1.8%	97.65
Close	96.83	95.14	-1.69	-1.7%	98.51
Range	1.40	1.93	0.53	37.9%	2.46
ATR	1.20	1.25	0.05	4.3%	0.00
Volume	8,664	14,120	5,456	63.0%	57,428

Daily Pivots for day following 23-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.44	100.22	96.20
R3	99.51	98.29	95.67
R2	97.58	97.58	95.49
R1	96.36	96.36	95.32	96.01
PP	95.65	95.65	95.65	95.47
S1	94.43	94.43	94.96	94.08
S2	93.72	93.72	94.79
S3	91.79	92.50	94.61
S4	89.86	90.57	94.08

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.14	104.78	99.86
R3	103.68	102.32	99.19
R2	101.22	101.22	98.96
R1	99.86	99.86	98.74	99.31
PP	98.76	98.76	98.76	98.48
S1	97.40	97.40	98.28	96.85
S2	96.30	96.30	98.06
S3	93.84	94.94	97.83
S4	91.38	92.48	97.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.46	94.94	4.52	4.8%	1.36	1.4%	4%	False	True	11,678
10	100.11	94.94	5.17	5.4%	1.23	1.3%	4%	False	True	9,974
20	100.11	94.94	5.17	5.4%	1.17	1.2%	4%	False	True	7,008
40	101.55	94.94	6.61	6.9%	1.05	1.1%	3%	False	True	5,456

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	0.19
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	105.07
2.618	101.92
1.618	99.99
1.000	98.80
0.618	98.06
HIGH	96.87
0.618	96.13
0.500	95.91
0.382	95.68
LOW	94.94
0.618	93.75
1.000	93.01
1.618	91.82
2.618	89.89
4.250	86.74

Fisher Pivots for day following 23-Oct-2013
Pivot	1 day	3 day
R1	95.91	96.72
PP	95.65	96.19
S1	95.40	95.67

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

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