NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	98.47	97.00	-1.47	-1.5%	97.64
High	99.38	98.17	-1.21	-1.2%	99.38
Low	96.95	96.62	-0.33	-0.3%	96.45
Close	97.42	97.20	-0.22	-0.2%	97.20
Range	2.43	1.55	-0.88	-36.2%	2.93
ATR	1.85	1.83	-0.02	-1.2%	0.00
Volume	18,085	14,072	-4,013	-22.2%	79,124

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.98	101.14	98.05
R3	100.43	99.59	97.63
R2	98.88	98.88	97.48
R1	98.04	98.04	97.34	98.46
PP	97.33	97.33	97.33	97.54
S1	96.49	96.49	97.06	96.91
S2	95.78	95.78	96.92
S3	94.23	94.94	96.77
S4	92.68	93.39	96.35

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.47	104.76	98.81
R3	103.54	101.83	98.01
R2	100.61	100.61	97.74
R1	98.90	98.90	97.47	98.29
PP	97.68	97.68	97.68	97.37
S1	95.97	95.97	96.93	95.36
S2	94.75	94.75	96.66
S3	91.82	93.04	96.39
S4	88.89	90.11	95.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.38	96.45	2.93	3.0%	1.61	1.7%	26%	False	False	15,824
10	99.38	93.57	5.81	6.0%	1.59	1.6%	62%	False	False	17,215
20	99.38	88.60	10.78	11.1%	1.77	1.8%	80%	False	False	16,117
40	99.38	80.68	18.70	19.2%	2.02	2.1%	88%	False	False	13,346
60	99.38	79.69	19.69	20.3%	2.11	2.2%	89%	False	False	11,871
80	106.17	79.69	26.48	27.2%	2.03	2.1%	66%	False	False	10,223

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.76
2.618	102.23
1.618	100.68
1.000	99.72
0.618	99.13
HIGH	98.17
0.618	97.58
0.500	97.40
0.382	97.21
LOW	96.62
0.618	95.66
1.000	95.07
1.618	94.11
2.618	92.56
4.250	90.03

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	97.40	98.00
PP	97.33	97.73
S1	97.27	97.47

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

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