NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	95.53	94.17	-1.36	-1.4%	95.64
High	95.58	94.73	-0.85	-0.9%	96.71
Low	94.10	93.88	-0.22	-0.2%	94.10
Close	94.22	94.43	0.21	0.2%	94.22
Range	1.48	0.85	-0.63	-42.6%	2.61
ATR	1.12	1.10	-0.02	-1.7%	0.00
Volume	13,586	12,085	-1,501	-11.0%	45,872

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.90	96.51	94.90
R3	96.05	95.66	94.66
R2	95.20	95.20	94.59
R1	94.81	94.81	94.51	95.01
PP	94.35	94.35	94.35	94.44
S1	93.96	93.96	94.35	94.16
S2	93.50	93.50	94.27
S3	92.65	93.11	94.20
S4	91.80	92.26	93.96

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.84	101.14	95.66
R3	100.23	98.53	94.94
R2	97.62	97.62	94.70
R1	95.92	95.92	94.46	95.47
PP	95.01	95.01	95.01	94.78
S1	93.31	93.31	93.98	92.86
S2	92.40	92.40	93.74
S3	89.79	90.70	93.50
S4	87.18	88.09	92.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.65	93.88	2.77	2.9%	0.79	0.8%	20%	False	True	10,471
10	98.12	93.88	4.24	4.5%	1.01	1.1%	13%	False	True	10,360
20	100.11	93.88	6.23	6.6%	1.07	1.1%	9%	False	True	9,624
40	100.11	93.88	6.23	6.6%	1.06	1.1%	9%	False	True	6,698
60	101.55	93.88	7.67	8.1%	0.94	1.0%	7%	False	True	5,566

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.34
2.618	96.96
1.618	96.11
1.000	95.58
0.618	95.26
HIGH	94.73
0.618	94.41
0.500	94.31
0.382	94.20
LOW	93.88
0.618	93.35
1.000	93.03
1.618	92.50
2.618	91.65
4.250	90.27

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	94.39	94.98
PP	94.35	94.79
S1	94.31	94.61

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

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