NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 24-Jan-2013

Day Change Summary
	Previous	Current
	23-Jan-2013	24-Jan-2013	Change	Change %	Previous Week
Open	97.32	96.42	-0.90	-0.9%	95.42
High	97.62	97.56	-0.06	-0.1%	96.89
Low	96.46	96.42	-0.04	0.0%	94.54
Close	96.58	97.31	0.73	0.8%	96.89
Range	1.16	1.14	-0.02	-1.7%	2.35
ATR	1.04	1.04	0.01	0.7%	0.00
Volume	11,577	24,038	12,461	107.6%	42,679

Daily Pivots for day following 24-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.52	100.05	97.94
R3	99.38	98.91	97.62
R2	98.24	98.24	97.52
R1	97.77	97.77	97.41	98.01
PP	97.10	97.10	97.10	97.21
S1	96.63	96.63	97.21	96.87
S2	95.96	95.96	97.10
S3	94.82	95.49	97.00
S4	93.68	94.35	96.68

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.16	102.37	98.18
R3	100.81	100.02	97.54
R2	98.46	98.46	97.32
R1	97.67	97.67	97.11	98.07
PP	96.11	96.11	96.11	96.30
S1	95.32	95.32	96.67	95.72
S2	93.76	93.76	96.46
S3	91.41	92.97	96.24
S4	89.06	90.62	95.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.66	95.61	2.05	2.1%	1.08	1.1%	83%	False	False	13,158
10	97.66	94.27	3.39	3.5%	1.03	1.1%	90%	False	False	10,434
20	97.66	92.21	5.45	5.6%	0.95	1.0%	94%	False	False	7,693
40	97.66	88.72	8.94	9.2%	0.83	0.9%	96%	False	False	5,663

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.12
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.41
2.618	100.54
1.618	99.40
1.000	98.70
0.618	98.26
HIGH	97.56
0.618	97.12
0.500	96.99
0.382	96.86
LOW	96.42
0.618	95.72
1.000	95.28
1.618	94.58
2.618	93.44
4.250	91.58

Fisher Pivots for day following 24-Jan-2013
Pivot	1 day	3 day
R1	97.20	97.22
PP	97.10	97.13
S1	96.99	97.04

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

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