NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	89.86	91.22	1.36	1.5%	92.68
High	91.77	91.68	-0.09	-0.1%	92.68
Low	89.60	90.81	1.21	1.4%	88.25
Close	90.78	91.65	0.87	1.0%	91.65
Range	2.17	0.87	-1.30	-59.9%	4.43
ATR	2.31	2.21	-0.10	-4.4%	0.00
Volume	8,786	6,578	-2,208	-25.1%	46,969

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.99	93.69	92.13
R3	93.12	92.82	91.89
R2	92.25	92.25	91.81
R1	91.95	91.95	91.73	92.10
PP	91.38	91.38	91.38	91.46
S1	91.08	91.08	91.57	91.23
S2	90.51	90.51	91.49
S3	89.64	90.21	91.41
S4	88.77	89.34	91.17

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.15	102.33	94.09
R3	99.72	97.90	92.87
R2	95.29	95.29	92.46
R1	93.47	93.47	92.06	92.17
PP	90.86	90.86	90.86	90.21
S1	89.04	89.04	91.24	87.74
S2	86.43	86.43	90.84
S3	82.00	84.61	90.43
S4	77.57	80.18	89.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.68	88.25	4.43	4.8%	2.01	2.2%	77%	False	False	9,393
10	94.33	88.25	6.08	6.6%	1.86	2.0%	56%	False	False	11,094
20	94.33	80.68	13.65	14.9%	2.27	2.5%	80%	False	False	10,575
40	94.33	79.69	14.64	16.0%	2.28	2.5%	82%	False	False	9,748
60	106.17	79.69	26.48	28.9%	2.11	2.3%	45%	False	False	8,258

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	0.35
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	95.38
2.618	93.96
1.618	93.09
1.000	92.55
0.618	92.22
HIGH	91.68
0.618	91.35
0.500	91.25
0.382	91.14
LOW	90.81
0.618	90.27
1.000	89.94
1.618	89.40
2.618	88.53
4.250	87.11

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	91.52	91.10
PP	91.38	90.56
S1	91.25	90.01

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

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