NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	88.06	89.35	1.29	1.5%	86.95
High	88.71	89.81	1.10	1.2%	89.81
Low	86.74	89.21	2.47	2.8%	86.36
Close	88.60	89.61	1.01	1.1%	89.61
Range	1.97	0.60	-1.37	-69.5%	3.45
ATR	2.33	2.25	-0.08	-3.4%	0.00
Volume	5,298	3,773	-1,525	-28.8%	23,670

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.34	91.08	89.94
R3	90.74	90.48	89.78
R2	90.14	90.14	89.72
R1	89.88	89.88	89.67	90.01
PP	89.54	89.54	89.54	89.61
S1	89.28	89.28	89.56	89.41
S2	88.94	88.94	89.50
S3	88.34	88.68	89.45
S4	87.74	88.08	89.28

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.94	97.73	91.51
R3	95.49	94.28	90.56
R2	92.04	92.04	90.24
R1	90.83	90.83	89.93	91.44
PP	88.59	88.59	88.59	88.90
S1	87.38	87.38	89.29	87.99
S2	85.14	85.14	88.98
S3	81.69	83.93	88.66
S4	78.24	80.48	87.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.81	86.36	3.45	3.9%	1.72	1.9%	94%	True	False	4,734
10	91.01	81.97	9.04	10.1%	2.46	2.7%	85%	False	False	5,660
20	91.01	80.09	10.92	12.2%	2.18	2.4%	87%	False	False	5,458
40	95.20	80.09	15.11	16.9%	1.67	1.9%	63%	False	False	4,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.31
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	92.36
2.618	91.38
1.618	90.78
1.000	90.41
0.618	90.18
HIGH	89.81
0.618	89.58
0.500	89.51
0.382	89.44
LOW	89.21
0.618	88.84
1.000	88.61
1.618	88.24
2.618	87.64
4.250	86.66

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	89.58	89.17
PP	89.54	88.72
S1	89.51	88.28

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

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