NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	92.73	93.51	0.78	0.8%	92.19
High	93.88	94.17	0.29	0.3%	93.88
Low	92.69	93.31	0.62	0.7%	90.65
Close	93.53	93.74	0.21	0.2%	93.53
Range	1.19	0.86	-0.33	-27.7%	3.23
ATR	1.39	1.35	-0.04	-2.7%	0.00
Volume	12,339	30,583	18,244	147.9%	89,753

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.32	95.89	94.21
R3	95.46	95.03	93.98
R2	94.60	94.60	93.90
R1	94.17	94.17	93.82	94.39
PP	93.74	93.74	93.74	93.85
S1	93.31	93.31	93.66	93.53
S2	92.88	92.88	93.58
S3	92.02	92.45	93.50
S4	91.16	91.59	93.27

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	102.38	101.18	95.31
R3	99.15	97.95	94.42
R2	95.92	95.92	94.12
R1	94.72	94.72	93.83	95.32
PP	92.69	92.69	92.69	92.99
S1	91.49	91.49	93.23	92.09
S2	89.46	89.46	92.94
S3	86.23	88.26	92.64
S4	83.00	85.03	91.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.17	90.65	3.52	3.8%	1.20	1.3%	88%	True	False	18,125
10	94.17	89.65	4.52	4.8%	1.20	1.3%	90%	True	False	21,970
20	94.17	88.78	5.39	5.7%	1.30	1.4%	92%	True	False	17,154
40	94.17	86.10	8.07	8.6%	1.42	1.5%	95%	True	False	14,052
60	94.17	84.84	9.33	10.0%	1.33	1.4%	95%	True	False	12,475
80	94.17	84.84	9.33	10.0%	1.22	1.3%	95%	True	False	11,165

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	0.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	97.83
2.618	96.42
1.618	95.56
1.000	95.03
0.618	94.70
HIGH	94.17
0.618	93.84
0.500	93.74
0.382	93.64
LOW	93.31
0.618	92.78
1.000	92.45
1.618	91.92
2.618	91.06
4.250	89.66

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	93.74	93.42
PP	93.74	93.09
S1	93.74	92.77

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

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