NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	90.70	90.20	-0.50	-0.6%	92.26
High	91.45	93.25	1.80	2.0%	93.25
Low	89.15	89.94	0.79	0.9%	89.15
Close	89.19	93.13	3.94	4.4%	93.13
Range	2.30	3.31	1.01	43.9%	4.10
ATR	1.99	2.14	0.15	7.4%	0.00
Volume	8,187	11,460	3,273	40.0%	42,070

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.04	100.89	94.95
R3	98.73	97.58	94.04
R2	95.42	95.42	93.74
R1	94.27	94.27	93.43	94.85
PP	92.11	92.11	92.11	92.39
S1	90.96	90.96	92.83	91.54
S2	88.80	88.80	92.52
S3	85.49	87.65	92.22
S4	82.18	84.34	91.31

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.14	102.74	95.39
R3	100.04	98.64	94.26
R2	95.94	95.94	93.88
R1	94.54	94.54	93.51	95.24
PP	91.84	91.84	91.84	92.20
S1	90.44	90.44	92.75	91.14
S2	87.74	87.74	92.38
S3	83.64	86.34	92.00
S4	79.54	82.24	90.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.25	89.15	4.10	4.4%	2.02	2.2%	97%	True	False	8,414
10	93.25	88.66	4.59	4.9%	1.94	2.1%	97%	True	False	7,156
20	94.54	86.36	8.18	8.8%	1.80	1.9%	83%	False	False	6,367
40	94.54	80.09	14.45	15.5%	1.97	2.1%	90%	False	False	5,909

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	0.27
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	107.32
2.618	101.92
1.618	98.61
1.000	96.56
0.618	95.30
HIGH	93.25
0.618	91.99
0.500	91.60
0.382	91.20
LOW	89.94
0.618	87.89
1.000	86.63
1.618	84.58
2.618	81.27
4.250	75.87

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	92.62	92.49
PP	92.11	91.84
S1	91.60	91.20

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

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