NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	89.69	89.86	0.17	0.2%	89.30
High	90.52	91.77	1.25	1.4%	94.33
Low	88.25	89.60	1.35	1.5%	88.73
Close	90.31	90.78	0.47	0.5%	93.03
Range	2.27	2.17	-0.10	-4.4%	5.60
ATR	2.32	2.31	-0.01	-0.5%	0.00
Volume	10,705	8,786	-1,919	-17.9%	63,971

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.23	96.17	91.97
R3	95.06	94.00	91.38
R2	92.89	92.89	91.18
R1	91.83	91.83	90.98	92.36
PP	90.72	90.72	90.72	90.98
S1	89.66	89.66	90.58	90.19
S2	88.55	88.55	90.38
S3	86.38	87.49	90.18
S4	84.21	85.32	89.59

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.83	106.53	96.11
R3	103.23	100.93	94.57
R2	97.63	97.63	94.06
R1	95.33	95.33	93.54	96.48
PP	92.03	92.03	92.03	92.61
S1	89.73	89.73	92.52	90.88
S2	86.43	86.43	92.00
S3	80.83	84.13	91.49
S4	75.23	78.53	89.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.72	88.25	5.47	6.0%	2.14	2.4%	46%	False	False	12,031
10	94.33	87.99	6.34	7.0%	1.94	2.1%	44%	False	False	11,271
20	94.33	79.69	14.64	16.1%	2.39	2.6%	76%	False	False	10,657
40	94.33	79.69	14.64	16.1%	2.31	2.5%	76%	False	False	9,700
60	106.82	79.69	27.13	29.9%	2.12	2.3%	41%	False	False	8,240

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	False
Bull Hook	False
Stretch	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.99
2.618	97.45
1.618	95.28
1.000	93.94
0.618	93.11
HIGH	91.77
0.618	90.94
0.500	90.69
0.382	90.43
LOW	89.60
0.618	88.26
1.000	87.43
1.618	86.09
2.618	83.92
4.250	80.38

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	90.75	90.52
PP	90.72	90.27
S1	90.69	90.01

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

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