NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	96.42	97.10	0.68	0.7%	93.69
High	98.15	97.82	-0.33	-0.3%	96.84
Low	96.35	96.59	0.24	0.2%	92.65
Close	97.17	97.55	0.38	0.4%	96.58
Range	1.80	1.23	-0.57	-31.7%	4.19
ATR	2.03	1.97	-0.06	-2.8%	0.00
Volume	31,788	39,114	7,326	23.0%	230,117

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.01	100.51	98.23
R3	99.78	99.28	97.89
R2	98.55	98.55	97.78
R1	98.05	98.05	97.66	98.30
PP	97.32	97.32	97.32	97.45
S1	96.82	96.82	97.44	97.07
S2	96.09	96.09	97.32
S3	94.86	95.59	97.21
S4	93.63	94.36	96.87

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.93	106.44	98.88
R3	103.74	102.25	97.73
R2	99.55	99.55	97.35
R1	98.06	98.06	96.96	98.81
PP	95.36	95.36	95.36	95.73
S1	93.87	93.87	96.20	94.62
S2	91.17	91.17	95.81
S3	86.98	89.68	95.43
S4	82.79	85.49	94.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.15	94.58	3.57	3.7%	1.50	1.5%	83%	False	False	43,396
10	98.15	92.27	5.88	6.0%	1.59	1.6%	90%	False	False	42,155
20	98.15	87.58	10.57	10.8%	1.94	2.0%	94%	False	False	41,583
40	98.15	78.83	19.32	19.8%	2.27	2.3%	97%	False	False	32,909
60	98.15	78.83	19.32	19.8%	2.37	2.4%	97%	False	False	27,482
80	107.15	78.83	28.32	29.0%	2.22	2.3%	66%	False	False	22,938
100	107.51	78.83	28.68	29.4%	2.06	2.1%	65%	False	False	19,911
120	109.80	78.83	30.97	31.7%	1.94	2.0%	60%	False	False	17,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	103.05
2.618	101.04
1.618	99.81
1.000	99.05
0.618	98.58
HIGH	97.82
0.618	97.35
0.500	97.21
0.382	97.06
LOW	96.59
0.618	95.83
1.000	95.36
1.618	94.60
2.618	93.37
4.250	91.36

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	97.44	97.33
PP	97.32	97.11
S1	97.21	96.89

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

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