NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 07-Aug-2012

Day Change Summary
	Previous	Current
	06-Aug-2012	07-Aug-2012	Change	Change %	Previous Week
Open	92.56	93.34	0.78	0.8%	91.74
High	93.62	95.60	1.98	2.1%	93.03
Low	92.19	93.34	1.15	1.2%	88.60
Close	93.59	95.09	1.50	1.6%	92.77
Range	1.43	2.26	0.83	58.0%	4.43
ATR	2.24	2.24	0.00	0.1%	0.00
Volume	16,216	10,310	-5,906	-36.4%	66,089

Daily Pivots for day following 07-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.46	100.53	96.33
R3	99.20	98.27	95.71
R2	96.94	96.94	95.50
R1	96.01	96.01	95.30	96.48
PP	94.68	94.68	94.68	94.91
S1	93.75	93.75	94.88	94.22
S2	92.42	92.42	94.68
S3	90.16	91.49	94.47
S4	87.90	89.23	93.85

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	95.60	88.60	7.00	7.4%	2.35	2.5%	93%	True	False	15,019
10	95.60	88.25	7.35	7.7%	2.06	2.2%	93%	True	False	11,868
20	95.60	86.38	9.22	9.7%	1.99	2.1%	94%	True	False	11,673
40	95.60	79.69	15.91	16.7%	2.18	2.3%	97%	True	False	10,359
60	97.00	79.69	17.31	18.2%	2.13	2.2%	89%	False	False	9,000

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.21
2.618	101.52
1.618	99.26
1.000	97.86
0.618	97.00
HIGH	95.60
0.618	94.74
0.500	94.47
0.382	94.20
LOW	93.34
0.618	91.94
1.000	91.08
1.618	89.68
2.618	87.42
4.250	83.74

Fisher Pivots for day following 07-Aug-2012
Pivot	1 day	3 day
R1	94.88	94.19
PP	94.68	93.29
S1	94.47	92.39

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

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