NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	97.74	97.71	-0.03	0.0%	97.73
High	98.13	98.75	0.62	0.6%	99.00
Low	97.00	97.71	0.71	0.7%	95.67
Close	98.12	98.67	0.55	0.6%	97.93
Range	1.13	1.04	-0.09	-8.0%	3.33
ATR	1.75	1.70	-0.05	-2.9%	0.00
Volume	10,400	20,709	10,309	99.1%	52,141

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.50	101.12	99.24
R3	100.46	100.08	98.96
R2	99.42	99.42	98.86
R1	99.04	99.04	98.77	99.23
PP	98.38	98.38	98.38	98.47
S1	98.00	98.00	98.57	98.19
S2	97.34	97.34	98.48
S3	96.30	96.96	98.38
S4	95.26	95.92	98.10

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.52	106.06	99.76
R3	104.19	102.73	98.85
R2	100.86	100.86	98.54
R1	99.40	99.40	98.24	100.13
PP	97.53	97.53	97.53	97.90
S1	96.07	96.07	97.62	96.80
S2	94.20	94.20	97.32
S3	90.87	92.74	97.01
S4	87.54	89.41	96.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.00	95.67	3.33	3.4%	1.73	1.7%	90%	False	False	14,261
10	99.00	95.50	3.50	3.5%	1.61	1.6%	91%	False	False	11,866
20	99.63	94.63	5.00	5.1%	1.58	1.6%	81%	False	False	10,971
40	99.63	88.66	10.97	11.1%	1.65	1.7%	91%	False	False	9,326
60	99.63	80.09	19.54	19.8%	1.84	1.9%	95%	False	False	8,068
80	99.63	80.09	19.54	19.8%	1.67	1.7%	95%	False	False	6,991

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	0.43
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	103.17
2.618	101.47
1.618	100.43
1.000	99.79
0.618	99.39
HIGH	98.75
0.618	98.35
0.500	98.23
0.382	98.11
LOW	97.71
0.618	97.07
1.000	96.67
1.618	96.03
2.618	94.99
4.250	93.29

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	98.52	98.18
PP	98.38	97.70
S1	98.23	97.21

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

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