NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	97.14	96.06	-1.08	-1.1%	97.64
High	97.42	96.65	-0.77	-0.8%	99.38
Low	95.87	95.13	-0.74	-0.8%	96.45
Close	96.55	95.76	-0.79	-0.8%	97.20
Range	1.55	1.52	-0.03	-1.9%	2.93
ATR	1.85	1.82	-0.02	-1.3%	0.00
Volume	14,290	15,338	1,048	7.3%	79,124

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.41	99.60	96.60
R3	98.89	98.08	96.18
R2	97.37	97.37	96.04
R1	96.56	96.56	95.90	96.21
PP	95.85	95.85	95.85	95.67
S1	95.04	95.04	95.62	94.69
S2	94.33	94.33	95.48
S3	92.81	93.52	95.34
S4	91.29	92.00	94.92

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	98.64	95.13	3.51	3.7%	1.79	1.9%	18%	False	True	14,466
10	99.38	95.13	4.25	4.4%	1.66	1.7%	15%	False	True	15,493
20	99.38	89.17	10.21	10.7%	1.75	1.8%	65%	False	False	16,541
40	99.38	85.97	13.41	14.0%	1.83	1.9%	73%	False	False	13,655
60	99.38	79.69	19.69	20.6%	2.08	2.2%	82%	False	False	12,313
80	99.38	79.69	19.69	20.6%	1.99	2.1%	82%	False	False	10,568

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.11
2.618	100.63
1.618	99.11
1.000	98.17
0.618	97.59
HIGH	96.65
0.618	96.07
0.500	95.89
0.382	95.71
LOW	95.13
0.618	94.19
1.000	93.61
1.618	92.67
2.618	91.15
4.250	88.67

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	95.89	96.36
PP	95.85	96.16
S1	95.80	95.96

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

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