NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 18-Oct-2012

Day Change Summary
	Previous	Current
	17-Oct-2012	18-Oct-2012	Change	Change %	Previous Week
Open	93.60	93.45	-0.15	-0.2%	90.77
High	94.14	93.90	-0.24	-0.3%	94.87
Low	92.96	92.09	-0.87	-0.9%	89.61
Close	93.54	93.48	-0.06	-0.1%	93.24
Range	1.18	1.81	0.63	53.4%	5.26
ATR	2.05	2.03	-0.02	-0.8%	0.00
Volume	17,487	12,247	-5,240	-30.0%	124,159

Daily Pivots for day following 18-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.59	97.84	94.48
R3	96.78	96.03	93.98
R2	94.97	94.97	93.81
R1	94.22	94.22	93.65	94.60
PP	93.16	93.16	93.16	93.34
S1	92.41	92.41	93.31	92.79
S2	91.35	91.35	93.15
S3	89.54	90.60	92.98
S4	87.73	88.79	92.48

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	94.14	91.33	2.81	3.0%	1.50	1.6%	77%	False	False	19,431
10	94.87	89.61	5.26	5.6%	1.90	2.0%	74%	False	False	20,861
20	94.87	89.01	5.86	6.3%	2.04	2.2%	76%	False	False	18,760
40	101.53	89.01	12.52	13.4%	2.05	2.2%	36%	False	False	16,680
60	101.53	89.01	12.52	13.4%	1.87	2.0%	36%	False	False	13,953
80	101.53	80.09	21.44	22.9%	1.95	2.1%	62%	False	False	11,951
100	101.53	80.09	21.44	22.9%	1.88	2.0%	62%	False	False	10,507

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.59
2.618	98.64
1.618	96.83
1.000	95.71
0.618	95.02
HIGH	93.90
0.618	93.21
0.500	93.00
0.382	92.78
LOW	92.09
0.618	90.97
1.000	90.28
1.618	89.16
2.618	87.35
4.250	84.40

Fisher Pivots for day following 18-Oct-2012
Pivot	1 day	3 day
R1	93.32	93.36
PP	93.16	93.24
S1	93.00	93.12

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

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