NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	94.14	93.85	-0.29	-0.3%	94.50
High	94.32	95.46	1.14	1.2%	95.30
Low	93.36	93.80	0.44	0.5%	93.33
Close	93.95	95.38	1.43	1.5%	94.77
Range	0.96	1.66	0.70	72.9%	1.97
ATR	1.10	1.14	0.04	3.6%	0.00
Volume	8,123	8,381	258	3.2%	76,429

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.86	99.28	96.29
R3	98.20	97.62	95.84
R2	96.54	96.54	95.68
R1	95.96	95.96	95.53	96.25
PP	94.88	94.88	94.88	95.03
S1	94.30	94.30	95.23	94.59
S2	93.22	93.22	95.08
S3	91.56	92.64	94.92
S4	89.90	90.98	94.47

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.38	99.54	95.85
R3	98.41	97.57	95.31
R2	96.44	96.44	95.13
R1	95.60	95.60	94.95	96.02
PP	94.47	94.47	94.47	94.68
S1	93.63	93.63	94.59	94.05
S2	92.50	92.50	94.41
S3	90.53	91.66	94.23
S4	88.56	89.69	93.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.46	93.36	2.10	2.2%	1.02	1.1%	96%	True	False	12,322
10	95.46	93.33	2.13	2.2%	1.13	1.2%	96%	True	False	12,136
20	96.71	93.30	3.41	3.6%	1.03	1.1%	61%	False	False	11,187
40	100.11	93.30	6.81	7.1%	1.10	1.2%	31%	False	False	9,343
60	100.38	93.30	7.08	7.4%	1.04	1.1%	29%	False	False	7,505

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	0.34
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	102.52
2.618	99.81
1.618	98.15
1.000	97.12
0.618	96.49
HIGH	95.46
0.618	94.83
0.500	94.63
0.382	94.43
LOW	93.80
0.618	92.77
1.000	92.14
1.618	91.11
2.618	89.45
4.250	86.75

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	95.13	95.06
PP	94.88	94.73
S1	94.63	94.41

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

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