NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	93.54	92.63	-0.91	-1.0%	89.46
High	93.83	92.63	-1.20	-1.3%	94.54
Low	92.46	89.70	-2.76	-3.0%	89.29
Close	93.25	89.71	-3.54	-3.8%	93.25
Range	1.37	2.93	1.56	113.9%	5.25
ATR	2.12	2.22	0.10	4.8%	0.00
Volume	10,636	5,588	-5,048	-47.5%	32,121

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.47	97.52	91.32
R3	96.54	94.59	90.52
R2	93.61	93.61	90.25
R1	91.66	91.66	89.98	91.17
PP	90.68	90.68	90.68	90.44
S1	88.73	88.73	89.44	88.24
S2	87.75	87.75	89.17
S3	84.82	85.80	88.90
S4	81.89	82.87	88.10

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.11	105.93	96.14
R3	102.86	100.68	94.69
R2	97.61	97.61	94.21
R1	95.43	95.43	93.73	96.52
PP	92.36	92.36	92.36	92.91
S1	90.18	90.18	92.77	91.27
S2	87.11	87.11	92.29
S3	81.86	84.93	91.81
S4	76.61	79.68	90.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.54	89.70	4.84	5.4%	1.85	2.1%	0%	False	True	6,652
10	94.54	86.36	8.18	9.1%	1.75	2.0%	41%	False	False	5,643
20	94.54	80.09	14.45	16.1%	2.12	2.4%	67%	False	False	5,674
40	94.54	80.09	14.45	16.1%	1.83	2.0%	67%	False	False	5,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	105.08
2.618	100.30
1.618	97.37
1.000	95.56
0.618	94.44
HIGH	92.63
0.618	91.51
0.500	91.17
0.382	90.82
LOW	89.70
0.618	87.89
1.000	86.77
1.618	84.96
2.618	82.03
4.250	77.25

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	91.17	92.12
PP	90.68	91.32
S1	90.20	90.51

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

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