NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	93.05	93.26	0.21	0.2%	90.77
High	93.55	93.77	0.22	0.2%	94.87
Low	91.33	92.94	1.61	1.8%	89.61
Close	93.31	93.48	0.17	0.2%	93.24
Range	2.22	0.83	-1.39	-62.6%	5.26
ATR	2.21	2.12	-0.10	-4.5%	0.00
Volume	16,269	22,069	5,800	35.7%	124,159

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.89	95.51	93.94
R3	95.06	94.68	93.71
R2	94.23	94.23	93.63
R1	93.85	93.85	93.56	94.04
PP	93.40	93.40	93.40	93.49
S1	93.02	93.02	93.40	93.21
S2	92.57	92.57	93.33
S3	91.74	92.19	93.25
S4	90.91	91.36	93.02

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.35	106.06	96.13
R3	103.09	100.80	94.69
R2	97.83	97.83	94.20
R1	95.54	95.54	93.72	96.69
PP	92.57	92.57	92.57	93.15
S1	90.28	90.28	92.76	91.43
S2	87.31	87.31	92.28
S3	82.05	85.02	91.79
S4	76.79	79.76	90.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.87	91.33	3.54	3.8%	1.73	1.8%	61%	False	False	24,721
10	94.87	89.01	5.86	6.3%	2.38	2.5%	76%	False	False	22,580
20	97.23	89.01	8.22	8.8%	2.23	2.4%	54%	False	False	18,615
40	101.53	89.01	12.52	13.4%	2.03	2.2%	36%	False	False	16,404
60	101.53	88.66	12.87	13.8%	1.89	2.0%	37%	False	False	13,679
80	101.53	80.09	21.44	22.9%	1.94	2.1%	62%	False	False	11,678
100	101.53	80.09	21.44	22.9%	1.86	2.0%	62%	False	False	10,265

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	97.30
2.618	95.94
1.618	95.11
1.000	94.60
0.618	94.28
HIGH	93.77
0.618	93.45
0.500	93.36
0.382	93.26
LOW	92.94
0.618	92.43
1.000	92.11
1.618	91.60
2.618	90.77
4.250	89.41

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	93.44	93.21
PP	93.40	92.94
S1	93.36	92.67

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

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