NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	97.56	96.46	-1.10	-1.1%	97.86
High	98.33	97.03	-1.30	-1.3%	98.64
Low	96.16	95.45	-0.71	-0.7%	95.13
Close	96.43	96.49	0.06	0.1%	97.49
Range	2.17	1.58	-0.59	-27.2%	3.51
ATR	1.87	1.85	-0.02	-1.1%	0.00
Volume	15,414	24,946	9,532	61.8%	77,386

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.06	100.36	97.36
R3	99.48	98.78	96.92
R2	97.90	97.90	96.78
R1	97.20	97.20	96.63	97.55
PP	96.32	96.32	96.32	96.50
S1	95.62	95.62	96.35	95.97
S2	94.74	94.74	96.20
S3	93.16	94.04	96.06
S4	91.58	92.46	95.62

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.62	106.06	99.42
R3	104.11	102.55	98.46
R2	100.60	100.60	98.13
R1	99.04	99.04	97.81	98.07
PP	97.09	97.09	97.09	96.60
S1	95.53	95.53	97.17	94.56
S2	93.58	93.58	96.85
S3	90.07	92.02	96.52
S4	86.56	88.51	95.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.33	95.13	3.20	3.3%	1.78	1.8%	43%	False	False	17,822
10	99.38	95.13	4.25	4.4%	1.84	1.9%	32%	False	False	17,280
20	99.38	93.13	6.25	6.5%	1.66	1.7%	54%	False	False	17,373
40	99.38	86.38	13.00	13.5%	1.83	1.9%	78%	False	False	14,523
60	99.38	79.69	19.69	20.4%	2.01	2.1%	85%	False	False	12,697
80	99.38	79.69	19.69	20.4%	2.01	2.1%	85%	False	False	11,093

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.75
2.618	101.17
1.618	99.59
1.000	98.61
0.618	98.01
HIGH	97.03
0.618	96.43
0.500	96.24
0.382	96.05
LOW	95.45
0.618	94.47
1.000	93.87
1.618	92.89
2.618	91.31
4.250	88.74

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	96.41	96.89
PP	96.32	96.76
S1	96.24	96.62

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

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