NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	92.63	90.42	-2.21	-2.4%	89.46
High	92.63	90.42	-2.21	-2.4%	94.54
Low	89.70	88.93	-0.77	-0.9%	89.29
Close	89.71	90.06	0.35	0.4%	93.25
Range	2.93	1.49	-1.44	-49.1%	5.25
ATR	2.22	2.17	-0.05	-2.4%	0.00
Volume	5,588	4,670	-918	-16.4%	32,121

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.27	93.66	90.88
R3	92.78	92.17	90.47
R2	91.29	91.29	90.33
R1	90.68	90.68	90.20	90.24
PP	89.80	89.80	89.80	89.59
S1	89.19	89.19	89.92	88.75
S2	88.31	88.31	89.79
S3	86.82	87.70	89.65
S4	85.33	86.21	89.24

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	88.93	5.61	6.2%	1.79	2.0%	20%	False	True	6,724
10	94.54	86.74	7.80	8.7%	1.71	1.9%	43%	False	False	5,617
20	94.54	80.09	14.45	16.0%	2.13	2.4%	69%	False	False	5,637
40	94.54	80.09	14.45	16.0%	1.86	2.1%	69%	False	False	5,171

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	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.75
2.618	94.32
1.618	92.83
1.000	91.91
0.618	91.34
HIGH	90.42
0.618	89.85
0.500	89.68
0.382	89.50
LOW	88.93
0.618	88.01
1.000	87.44
1.618	86.52
2.618	85.03
4.250	82.60

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	89.93	91.38
PP	89.80	90.94
S1	89.68	90.50

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

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