NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 09-Jan-2013

Day Change Summary
	Previous	Current
	08-Jan-2013	09-Jan-2013	Change	Change %	Previous Week
Open	94.60	94.60	0.00	0.0%	92.39
High	95.25	95.07	-0.18	-0.2%	95.38
Low	94.17	94.22	0.05	0.1%	91.77
Close	94.65	94.68	0.03	0.0%	94.40
Range	1.08	0.85	-0.23	-21.3%	3.61
ATR	1.40	1.36	-0.04	-2.8%	0.00
Volume	31,622	37,718	6,096	19.3%	114,943

Daily Pivots for day following 09-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.21	96.79	95.15
R3	96.36	95.94	94.91
R2	95.51	95.51	94.84
R1	95.09	95.09	94.76	95.30
PP	94.66	94.66	94.66	94.76
S1	94.24	94.24	94.60	94.45
S2	93.81	93.81	94.52
S3	92.96	93.39	94.45
S4	92.11	92.54	94.21

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.68	103.15	96.39
R3	101.07	99.54	95.39
R2	97.46	97.46	95.06
R1	95.93	95.93	94.73	96.70
PP	93.85	93.85	93.85	94.23
S1	92.32	92.32	94.07	93.09
S2	90.24	90.24	93.74
S3	86.63	88.71	93.41
S4	83.02	85.10	92.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.25	93.05	2.20	2.3%	0.99	1.0%	74%	False	False	39,063
10	95.38	90.97	4.41	4.7%	1.32	1.4%	84%	False	False	28,711
20	95.38	88.00	7.38	7.8%	1.23	1.3%	91%	False	False	30,780
40	95.38	87.90	7.48	7.9%	1.42	1.5%	91%	False	False	28,411
60	95.50	87.22	8.28	8.7%	1.59	1.7%	90%	False	False	26,596
80	100.60	87.22	13.38	14.1%	1.75	1.8%	56%	False	False	26,174

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.68
2.618	97.30
1.618	96.45
1.000	95.92
0.618	95.60
HIGH	95.07
0.618	94.75
0.500	94.65
0.382	94.54
LOW	94.22
0.618	93.69
1.000	93.37
1.618	92.84
2.618	91.99
4.250	90.61

Fisher Pivots for day following 09-Jan-2013
Pivot	1 day	3 day
R1	94.67	94.63
PP	94.66	94.57
S1	94.65	94.52

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

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