NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	98.77	97.97	-0.80	-0.8%	97.52
High	99.14	98.67	-0.47	-0.5%	99.49
Low	98.14	96.70	-1.44	-1.5%	96.55
Close	98.69	97.45	-1.24	-1.3%	99.29
Range	1.00	1.97	0.97	97.0%	2.94
ATR	1.26	1.32	0.05	4.1%	0.00
Volume	24,461	21,099	-3,362	-13.7%	79,511

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.52	102.45	98.53
R3	101.55	100.48	97.99
R2	99.58	99.58	97.81
R1	98.51	98.51	97.63	98.06
PP	97.61	97.61	97.61	97.38
S1	96.54	96.54	97.27	96.09
S2	95.64	95.64	97.09
S3	93.67	94.57	96.91
S4	91.70	92.60	96.37

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.26	106.22	100.91
R3	104.32	103.28	100.10
R2	101.38	101.38	99.83
R1	100.34	100.34	99.56	100.86
PP	98.44	98.44	98.44	98.71
S1	97.40	97.40	99.02	97.92
S2	95.50	95.50	98.75
S3	92.56	94.46	98.48
S4	89.62	91.52	97.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.49	96.70	2.79	2.9%	1.19	1.2%	27%	False	True	19,933
10	100.65	96.55	4.10	4.2%	1.56	1.6%	22%	False	False	22,234
20	100.65	96.32	4.33	4.4%	1.22	1.2%	26%	False	False	20,600
40	100.65	93.99	6.66	6.8%	1.18	1.2%	52%	False	False	19,305
60	100.65	88.11	12.54	12.9%	1.20	1.2%	74%	False	False	20,983
80	100.65	88.11	12.54	12.9%	1.23	1.3%	74%	False	False	19,769
100	100.65	85.73	14.92	15.3%	1.29	1.3%	79%	False	False	18,023
120	100.65	84.84	15.81	16.2%	1.26	1.3%	80%	False	False	16,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	107.04
2.618	103.83
1.618	101.86
1.000	100.64
0.618	99.89
HIGH	98.67
0.618	97.92
0.500	97.69
0.382	97.45
LOW	96.70
0.618	95.48
1.000	94.73
1.618	93.51
2.618	91.54
4.250	88.33

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	97.69	98.10
PP	97.61	97.88
S1	97.53	97.67

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

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