NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	90.20	92.90	2.70	3.0%	92.26
High	93.25	93.96	0.71	0.8%	93.25
Low	89.94	92.44	2.50	2.8%	89.15
Close	93.13	93.96	0.83	0.9%	93.13
Range	3.31	1.52	-1.79	-54.1%	4.10
ATR	2.14	2.09	-0.04	-2.1%	0.00
Volume	11,460	12,442	982	8.6%	42,070

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.01	97.51	94.80
R3	96.49	95.99	94.38
R2	94.97	94.97	94.24
R1	94.47	94.47	94.10	94.72
PP	93.45	93.45	93.45	93.58
S1	92.95	92.95	93.82	93.20
S2	91.93	91.93	93.68
S3	90.41	91.43	93.54
S4	88.89	89.91	93.12

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	93.96	89.15	4.81	5.1%	2.13	2.3%	100%	True	False	9,297
10	93.96	88.66	5.30	5.6%	1.79	1.9%	100%	True	False	7,841
20	94.54	86.36	8.18	8.7%	1.77	1.9%	93%	False	False	6,742
40	94.54	80.09	14.45	15.4%	1.97	2.1%	96%	False	False	6,088

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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.42
2.618	97.94
1.618	96.42
1.000	95.48
0.618	94.90
HIGH	93.96
0.618	93.38
0.500	93.20
0.382	93.02
LOW	92.44
0.618	91.50
1.000	90.92
1.618	89.98
2.618	88.46
4.250	85.98

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	93.71	93.16
PP	93.45	92.36
S1	93.20	91.56

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

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