NYMEX Light Sweet Crude Oil Future July 2013

Trading Metrics calculated at close of trading on 02-Jan-2013

Day Change Summary
	Previous	Current
	31-Dec-2012	02-Jan-2013	Change	Change %	Previous Week
Open	92.71	93.48	0.77	0.8%	90.89
High	93.73	95.41	1.68	1.8%	93.36
Low	92.00	93.48	1.48	1.6%	90.61
Close	93.70	94.76	1.06	1.1%	92.84
Range	1.73	1.93	0.20	11.6%	2.75
ATR	1.25	1.30	0.05	3.9%	0.00
Volume	6,508	6,409	-99	-1.5%	25,448

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.34	99.48	95.82
R3	98.41	97.55	95.29
R2	96.48	96.48	95.11
R1	95.62	95.62	94.94	96.05
PP	94.55	94.55	94.55	94.77
S1	93.69	93.69	94.58	94.12
S2	92.62	92.62	94.41
S3	90.69	91.76	94.23
S4	88.76	89.83	93.70

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.52	99.43	94.35
R3	97.77	96.68	93.60
R2	95.02	95.02	93.34
R1	93.93	93.93	93.09	94.48
PP	92.27	92.27	92.27	92.54
S1	91.18	91.18	92.59	91.73
S2	89.52	89.52	92.34
S3	86.77	88.43	92.08
S4	84.02	85.68	91.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.41	92.00	3.41	3.6%	1.27	1.3%	81%	True	False	6,414
10	95.41	89.85	5.56	5.9%	1.14	1.2%	88%	True	False	6,407
20	95.41	88.48	6.93	7.3%	1.02	1.1%	91%	True	False	6,554
40	95.41	87.76	7.65	8.1%	1.22	1.3%	92%	True	False	5,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	103.61
2.618	100.46
1.618	98.53
1.000	97.34
0.618	96.60
HIGH	95.41
0.618	94.67
0.500	94.45
0.382	94.22
LOW	93.48
0.618	92.29
1.000	91.55
1.618	90.36
2.618	88.43
4.250	85.28

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	94.66	94.41
PP	94.55	94.06
S1	94.45	93.71

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

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