NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	89.17	92.56	3.39	3.8%	91.74
High	93.03	93.62	0.59	0.6%	93.03
Low	89.17	92.19	3.02	3.4%	88.60
Close	92.77	93.59	0.82	0.9%	92.77
Range	3.86	1.43	-2.43	-63.0%	4.43
ATR	2.30	2.24	-0.06	-2.7%	0.00
Volume	16,311	16,216	-95	-0.6%	66,089

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.42	96.94	94.38
R3	95.99	95.51	93.98
R2	94.56	94.56	93.85
R1	94.08	94.08	93.72	94.32
PP	93.13	93.13	93.13	93.26
S1	92.65	92.65	93.46	92.89
S2	91.70	91.70	93.33
S3	90.27	91.22	93.20
S4	88.84	89.79	92.80

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.76	103.19	95.21
R3	100.33	98.76	93.99
R2	95.90	95.90	93.58
R1	94.33	94.33	93.18	95.12
PP	91.47	91.47	91.47	91.86
S1	89.90	89.90	92.36	90.69
S2	87.04	87.04	91.96
S3	82.61	85.47	91.55
S4	78.18	81.04	90.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.62	88.60	5.02	5.4%	2.44	2.6%	99%	True	False	14,276
10	93.62	88.25	5.37	5.7%	1.97	2.1%	99%	True	False	11,742
20	94.33	85.97	8.36	8.9%	1.97	2.1%	91%	False	False	11,487
40	94.33	79.69	14.64	15.6%	2.24	2.4%	95%	False	False	10,496
60	98.58	79.69	18.89	20.2%	2.11	2.3%	74%	False	False	8,895

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	99.70
2.618	97.36
1.618	95.93
1.000	95.05
0.618	94.50
HIGH	93.62
0.618	93.07
0.500	92.91
0.382	92.74
LOW	92.19
0.618	91.31
1.000	90.76
1.618	89.88
2.618	88.45
4.250	86.11

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	93.36	92.76
PP	93.13	91.94
S1	92.91	91.11

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

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