NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 02-Oct-2012

Day Change Summary
	Previous	Current
	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	92.86	93.22	0.36	0.4%	93.68
High	94.09	93.70	-0.39	-0.4%	93.82
Low	92.11	92.49	0.38	0.4%	89.72
Close	93.28	92.71	-0.57	-0.6%	93.00
Range	1.98	1.21	-0.77	-38.9%	4.10
ATR	2.13	2.06	-0.07	-3.1%	0.00
Volume	19,405	25,153	5,748	29.6%	130,672

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.60	95.86	93.38
R3	95.39	94.65	93.04
R2	94.18	94.18	92.93
R1	93.44	93.44	92.82	93.21
PP	92.97	92.97	92.97	92.85
S1	92.23	92.23	92.60	92.00
S2	91.76	91.76	92.49
S3	90.55	91.02	92.38
S4	89.34	89.81	92.04

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.48	102.84	95.26
R3	100.38	98.74	94.13
R2	96.28	96.28	93.75
R1	94.64	94.64	93.38	93.41
PP	92.18	92.18	92.18	91.57
S1	90.54	90.54	92.62	89.31
S2	88.08	88.08	92.25
S3	83.98	86.44	91.87
S4	79.88	82.34	90.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.09	89.72	4.37	4.7%	1.83	2.0%	68%	False	False	26,078
10	97.05	89.72	7.33	7.9%	2.17	2.3%	41%	False	False	23,881
20	101.19	89.72	11.47	12.4%	2.16	2.3%	26%	False	False	25,591
40	101.19	89.72	11.47	12.4%	1.93	2.1%	26%	False	False	21,116
60	101.19	85.97	15.22	16.4%	1.94	2.1%	44%	False	False	17,907
80	101.19	79.69	21.50	23.2%	2.08	2.2%	61%	False	False	15,806
100	101.19	79.69	21.50	23.2%	2.04	2.2%	61%	False	False	13,784

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	98.84
2.618	96.87
1.618	95.66
1.000	94.91
0.618	94.45
HIGH	93.70
0.618	93.24
0.500	93.10
0.382	92.95
LOW	92.49
0.618	91.74
1.000	91.28
1.618	90.53
2.618	89.32
4.250	87.35

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	93.10	93.10
PP	92.97	92.97
S1	92.84	92.84

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

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