NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	95.88	95.57	-0.31	-0.3%	96.46
High	95.88	95.57	-0.31	-0.3%	97.69
Low	95.29	95.38	0.09	0.1%	95.25
Close	95.74	95.45	-0.29	-0.3%	96.49
Range	0.59	0.19	-0.40	-67.8%	2.44
ATR	0.96	0.92	-0.04	-4.5%	0.00
Volume	1,221	1,773	552	45.2%	8,396

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.04	95.93	95.55
R3	95.85	95.74	95.50
R2	95.66	95.66	95.48
R1	95.55	95.55	95.47	95.51
PP	95.47	95.47	95.47	95.45
S1	95.36	95.36	95.43	95.32
S2	95.28	95.28	95.42
S3	95.09	95.17	95.40
S4	94.90	94.98	95.35

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.80	102.58	97.83
R3	101.36	100.14	97.16
R2	98.92	98.92	96.94
R1	97.70	97.70	96.71	98.31
PP	96.48	96.48	96.48	96.78
S1	95.26	95.26	96.27	95.87
S2	94.04	94.04	96.04
S3	91.60	92.82	95.82
S4	89.16	90.38	95.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.44	95.29	2.15	2.3%	0.60	0.6%	7%	False	False	1,759
10	97.69	95.25	2.44	2.6%	0.70	0.7%	8%	False	False	1,433
20	99.49	95.25	4.24	4.4%	0.73	0.8%	5%	False	False	2,031
40	99.49	93.82	5.67	5.9%	0.69	0.7%	29%	False	False	1,909
60	99.49	91.74	7.75	8.1%	0.62	0.6%	48%	False	False	2,272
80	99.49	88.01	11.48	12.0%	0.55	0.6%	65%	False	False	2,684
100	99.49	88.01	11.48	12.0%	0.53	0.6%	65%	False	False	2,339
120	99.49	84.98	14.51	15.2%	0.44	0.5%	72%	False	False	2,059

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	96.38
2.618	96.07
1.618	95.88
1.000	95.76
0.618	95.69
HIGH	95.57
0.618	95.50
0.500	95.48
0.382	95.45
LOW	95.38
0.618	95.26
1.000	95.19
1.618	95.07
2.618	94.88
4.250	94.57

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	95.48	95.67
PP	95.47	95.60
S1	95.46	95.52

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

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