NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	86.80	88.06	1.26	1.5%	87.01
High	88.93	88.71	-0.22	-0.2%	91.01
Low	86.80	86.74	-0.06	-0.1%	84.64
Close	88.39	88.60	0.21	0.2%	86.98
Range	2.13	1.97	-0.16	-7.5%	6.37
ATR	2.35	2.33	-0.03	-1.2%	0.00
Volume	4,725	5,298	573	12.1%	27,566

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.93	93.23	89.68
R3	91.96	91.26	89.14
R2	89.99	89.99	88.96
R1	89.29	89.29	88.78	89.64
PP	88.02	88.02	88.02	88.19
S1	87.32	87.32	88.42	87.67
S2	86.05	86.05	88.24
S3	84.08	85.35	88.06
S4	82.11	83.38	87.52

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.65	103.19	90.48
R3	100.28	96.82	88.73
R2	93.91	93.91	88.15
R1	90.45	90.45	87.56	89.00
PP	87.54	87.54	87.54	86.82
S1	84.08	84.08	86.40	82.63
S2	81.17	81.17	85.81
S3	74.80	77.71	85.23
S4	68.43	71.34	83.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.93	86.36	2.57	2.9%	2.04	2.3%	87%	False	False	5,242
10	91.01	80.09	10.92	12.3%	2.72	3.1%	78%	False	False	5,832
20	91.01	80.09	10.92	12.3%	2.22	2.5%	78%	False	False	5,435
40	95.72	80.09	15.63	17.6%	1.70	1.9%	54%	False	False	4,580

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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.08
2.618	93.87
1.618	91.90
1.000	90.68
0.618	89.93
HIGH	88.71
0.618	87.96
0.500	87.73
0.382	87.49
LOW	86.74
0.618	85.52
1.000	84.77
1.618	83.55
2.618	81.58
4.250	78.37

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	88.31	88.28
PP	88.02	87.96
S1	87.73	87.65

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

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