NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	94.30	94.55	0.25	0.3%	92.56
High	94.69	95.55	0.86	0.9%	96.04
Low	93.13	93.57	0.44	0.5%	92.19
Close	94.33	94.28	-0.05	-0.1%	94.33
Range	1.56	1.98	0.42	26.9%	3.85
ATR	2.08	2.07	-0.01	-0.3%	0.00
Volume	15,882	19,077	3,195	20.1%	84,104

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.41	99.32	95.37
R3	98.43	97.34	94.82
R2	96.45	96.45	94.64
R1	95.36	95.36	94.46	94.92
PP	94.47	94.47	94.47	94.24
S1	93.38	93.38	94.10	92.94
S2	92.49	92.49	93.92
S3	90.51	91.40	93.74
S4	88.53	89.42	93.19

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.74	103.88	96.45
R3	101.89	100.03	95.39
R2	98.04	98.04	95.04
R1	96.18	96.18	94.68	97.11
PP	94.19	94.19	94.19	94.65
S1	92.33	92.33	93.98	93.26
S2	90.34	90.34	93.62
S3	86.49	88.48	93.27
S4	82.64	84.63	92.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.04	93.13	2.91	3.1%	1.67	1.8%	40%	False	False	17,393
10	96.04	88.60	7.44	7.9%	2.06	2.2%	76%	False	False	15,834
20	96.04	88.25	7.79	8.3%	1.91	2.0%	77%	False	False	13,593
40	96.04	79.69	16.35	17.3%	2.17	2.3%	89%	False	False	11,663
60	96.04	79.69	16.35	17.3%	2.11	2.2%	89%	False	False	9,965
80	107.14	79.69	27.45	29.1%	1.96	2.1%	53%	False	False	8,734

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	103.97
2.618	100.73
1.618	98.75
1.000	97.53
0.618	96.77
HIGH	95.55
0.618	94.79
0.500	94.56
0.382	94.33
LOW	93.57
0.618	92.35
1.000	91.59
1.618	90.37
2.618	88.39
4.250	85.16

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	94.56	94.35
PP	94.47	94.32
S1	94.37	94.30

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

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