NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 30-Oct-2012

Day Change Summary
	Previous	Current
	29-Oct-2012	30-Oct-2012	Change	Change %	Previous Week
Open	87.24	86.29	-0.95	-1.1%	90.96
High	87.32	87.25	-0.07	-0.1%	92.17
Low	85.76	86.22	0.46	0.5%	86.08
Close	86.59	86.73	0.14	0.2%	87.34
Range	1.56	1.03	-0.53	-34.0%	6.09
ATR	2.10	2.02	-0.08	-3.6%	0.00
Volume	32,807	29,786	-3,021	-9.2%	141,091

Daily Pivots for day following 30-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	89.82	89.31	87.30
R3	88.79	88.28	87.01
R2	87.76	87.76	86.92
R1	87.25	87.25	86.82	87.51
PP	86.73	86.73	86.73	86.86
S1	86.22	86.22	86.64	86.48
S2	85.70	85.70	86.54
S3	84.67	85.19	86.45
S4	83.64	84.16	86.16

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.80	103.16	90.69
R3	100.71	97.07	89.01
R2	94.62	94.62	88.46
R1	90.98	90.98	87.90	89.76
PP	88.53	88.53	88.53	87.92
S1	84.89	84.89	86.78	83.67
S2	82.44	82.44	86.22
S3	76.35	78.80	85.67
S4	70.26	72.71	83.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.53	85.76	2.77	3.2%	1.55	1.8%	35%	False	False	31,108
10	94.42	85.76	8.66	10.0%	2.00	2.3%	11%	False	False	24,894
20	94.87	85.76	9.11	10.5%	2.19	2.5%	11%	False	False	23,737
40	101.53	85.76	15.77	18.2%	2.13	2.5%	6%	False	False	20,031
60	101.53	85.76	15.77	18.2%	1.92	2.2%	6%	False	False	16,521
80	101.53	85.76	15.77	18.2%	1.88	2.2%	6%	False	False	14,077
100	101.53	80.09	21.44	24.7%	1.94	2.2%	31%	False	False	12,348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	91.63
2.618	89.95
1.618	88.92
1.000	88.28
0.618	87.89
HIGH	87.25
0.618	86.86
0.500	86.74
0.382	86.61
LOW	86.22
0.618	85.58
1.000	85.19
1.618	84.55
2.618	83.52
4.250	81.84

Fisher Pivots for day following 30-Oct-2012
Pivot	1 day	3 day
R1	86.74	86.68
PP	86.73	86.62
S1	86.73	86.57

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

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