NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	93.34	94.79	1.45	1.6%	91.74
High	95.60	96.04	0.44	0.5%	93.03
Low	93.34	94.50	1.16	1.2%	88.60
Close	95.09	94.88	-0.21	-0.2%	92.77
Range	2.26	1.54	-0.72	-31.9%	4.43
ATR	2.24	2.19	-0.05	-2.2%	0.00
Volume	10,310	25,805	15,495	150.3%	66,089

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.76	98.86	95.73
R3	98.22	97.32	95.30
R2	96.68	96.68	95.16
R1	95.78	95.78	95.02	96.23
PP	95.14	95.14	95.14	95.37
S1	94.24	94.24	94.74	94.69
S2	93.60	93.60	94.60
S3	92.06	92.70	94.46
S4	90.52	91.16	94.03

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	96.04	88.60	7.44	7.8%	2.30	2.4%	84%	True	False	17,448
10	96.04	88.60	7.44	7.8%	1.99	2.1%	84%	True	False	13,378
20	96.04	86.38	9.66	10.2%	1.96	2.1%	88%	True	False	12,388
40	96.04	79.69	16.35	17.2%	2.17	2.3%	93%	True	False	10,837
60	97.00	79.69	17.31	18.2%	2.13	2.2%	88%	False	False	9,354
80	107.14	79.69	27.45	28.9%	1.95	2.1%	55%	False	False	8,317

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.59
2.618	100.07
1.618	98.53
1.000	97.58
0.618	96.99
HIGH	96.04
0.618	95.45
0.500	95.27
0.382	95.09
LOW	94.50
0.618	93.55
1.000	92.96
1.618	92.01
2.618	90.47
4.250	87.96

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	95.27	94.63
PP	95.14	94.37
S1	95.01	94.12

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

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