NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	89.52	89.60	0.08	0.1%	93.30
High	89.57	89.71	0.14	0.2%	93.59
Low	89.40	89.60	0.20	0.2%	88.40
Close	89.53	89.70	0.17	0.2%	88.40
Range	0.17	0.11	-0.06	-35.3%	5.19
ATR	0.94	0.89	-0.05	-5.8%	0.00
Volume	2,757	1,216	-1,541	-55.9%	10,925

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	90.00	89.96	89.76
R3	89.89	89.85	89.73
R2	89.78	89.78	89.72
R1	89.74	89.74	89.71	89.76
PP	89.67	89.67	89.67	89.68
S1	89.63	89.63	89.69	89.65
S2	89.56	89.56	89.68
S3	89.45	89.52	89.67
S4	89.34	89.41	89.64

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.70	102.24	91.25
R3	100.51	97.05	89.83
R2	95.32	95.32	89.35
R1	91.86	91.86	88.88	91.00
PP	90.13	90.13	90.13	89.70
S1	86.67	86.67	87.92	85.81
S2	84.94	84.94	87.45
S3	79.75	81.48	86.97
S4	74.56	76.29	85.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.98	88.01	1.97	2.2%	0.31	0.3%	86%	False	False	2,231
10	93.59	88.01	5.58	6.2%	0.24	0.3%	30%	False	False	2,043
20	93.59	88.01	5.58	6.2%	0.37	0.4%	30%	False	False	3,739
40	93.59	87.56	6.03	6.7%	0.36	0.4%	35%	False	False	2,323
60	93.59	84.98	8.61	9.6%	0.24	0.3%	55%	False	False	1,743
80	93.59	84.98	8.61	9.6%	0.19	0.2%	55%	False	False	1,422

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.18
2.618	90.00
1.618	89.89
1.000	89.82
0.618	89.78
HIGH	89.71
0.618	89.67
0.500	89.66
0.382	89.64
LOW	89.60
0.618	89.53
1.000	89.49
1.618	89.42
2.618	89.31
4.250	89.13

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	89.69	89.42
PP	89.67	89.14
S1	89.66	88.86

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

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