NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	97.16	97.75	0.59	0.6%	95.86
High	97.54	98.28	0.74	0.8%	98.28
Low	96.95	97.75	0.80	0.8%	95.86
Close	97.45	98.21	0.76	0.8%	98.21
Range	0.59	0.53	-0.06	-10.2%	2.42
ATR	0.86	0.85	0.00	-0.2%	0.00
Volume	2,449	3,127	678	27.7%	11,742

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.67	99.47	98.50
R3	99.14	98.94	98.36
R2	98.61	98.61	98.31
R1	98.41	98.41	98.26	98.51
PP	98.08	98.08	98.08	98.13
S1	97.88	97.88	98.16	97.98
S2	97.55	97.55	98.11
S3	97.02	97.35	98.06
S4	96.49	96.82	97.92

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.71	103.88	99.54
R3	102.29	101.46	98.88
R2	99.87	99.87	98.65
R1	99.04	99.04	98.43	99.46
PP	97.45	97.45	97.45	97.66
S1	96.62	96.62	97.99	97.04
S2	95.03	95.03	97.77
S3	92.61	94.20	97.54
S4	90.19	91.78	96.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.28	95.86	2.42	2.5%	0.75	0.8%	97%	True	False	2,927
10	99.49	95.82	3.67	3.7%	0.83	0.8%	65%	False	False	2,514
20	99.49	94.16	5.33	5.4%	0.72	0.7%	76%	False	False	2,201
40	99.49	93.82	5.67	5.8%	0.65	0.7%	77%	False	False	2,379
60	99.49	88.01	11.48	11.7%	0.54	0.6%	89%	False	False	2,416
80	99.49	88.01	11.48	11.7%	0.52	0.5%	89%	False	False	2,608
100	99.49	84.98	14.51	14.8%	0.44	0.5%	91%	False	False	2,253
120	99.49	84.98	14.51	14.8%	0.37	0.4%	91%	False	False	1,942

Crabel Price Patterns
NR	True
NR4	True
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	0.11
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.53
2.618	99.67
1.618	99.14
1.000	98.81
0.618	98.61
HIGH	98.28
0.618	98.08
0.500	98.02
0.382	97.95
LOW	97.75
0.618	97.42
1.000	97.22
1.618	96.89
2.618	96.36
4.250	95.50

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	98.15	97.95
PP	98.08	97.68
S1	98.02	97.42

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

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