NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	97.86	96.75	-1.11	-1.1%	97.64
High	98.64	97.58	-1.06	-1.1%	99.38
Low	95.54	96.36	0.82	0.9%	96.45
Close	96.59	97.37	0.78	0.8%	97.20
Range	3.10	1.22	-1.88	-60.6%	2.93
ATR	1.92	1.87	-0.05	-2.6%	0.00
Volume	13,907	14,725	818	5.9%	79,124

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.76	100.29	98.04
R3	99.54	99.07	97.71
R2	98.32	98.32	97.59
R1	97.85	97.85	97.48	98.09
PP	97.10	97.10	97.10	97.22
S1	96.63	96.63	97.26	96.87
S2	95.88	95.88	97.15
S3	94.66	95.41	97.03
S4	93.44	94.19	96.70

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	95.54	3.84	3.9%	1.89	1.9%	48%	False	False	16,737
10	99.38	94.39	4.99	5.1%	1.71	1.8%	60%	False	False	16,434
20	99.38	88.60	10.78	11.1%	1.80	1.9%	81%	False	False	16,673
40	99.38	85.97	13.41	13.8%	1.90	2.0%	85%	False	False	13,475
60	99.38	79.69	19.69	20.2%	2.07	2.1%	90%	False	False	12,045
80	99.53	79.69	19.84	20.4%	2.00	2.1%	89%	False	False	10,370

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	102.77
2.618	100.77
1.618	99.55
1.000	98.80
0.618	98.33
HIGH	97.58
0.618	97.11
0.500	96.97
0.382	96.83
LOW	96.36
0.618	95.61
1.000	95.14
1.618	94.39
2.618	93.17
4.250	91.18

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	97.24	97.28
PP	97.10	97.18
S1	96.97	97.09

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

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