NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 19-Dec-2012

Day Change Summary
	Previous	Current
	18-Dec-2012	19-Dec-2012	Change	Change %	Previous Week
Open	87.94	88.39	0.45	0.5%	86.67
High	88.63	90.33	1.70	1.9%	88.20
Low	87.68	88.26	0.58	0.7%	85.76
Close	88.40	89.98	1.58	1.8%	87.25
Range	0.95	2.07	1.12	117.9%	2.44
ATR	1.62	1.65	0.03	2.0%	0.00
Volume	193,195	233,083	39,888	20.6%	585,748

Daily Pivots for day following 19-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.73	94.93	91.12
R3	93.66	92.86	90.55
R2	91.59	91.59	90.36
R1	90.79	90.79	90.17	91.19
PP	89.52	89.52	89.52	89.73
S1	88.72	88.72	89.79	89.12
S2	87.45	87.45	89.60
S3	85.38	86.65	89.41
S4	83.31	84.58	88.84

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.39	93.26	88.59
R3	91.95	90.82	87.92
R2	89.51	89.51	87.70
R1	88.38	88.38	87.47	88.95
PP	87.07	87.07	87.07	87.35
S1	85.94	85.94	87.03	86.51
S2	84.63	84.63	86.80
S3	82.19	83.50	86.58
S4	79.75	81.06	85.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.33	86.36	3.97	4.4%	1.24	1.4%	91%	True	False	168,164
10	90.33	85.76	4.57	5.1%	1.44	1.6%	92%	True	False	128,742
20	90.90	85.76	5.14	5.7%	1.52	1.7%	82%	False	False	89,291
40	90.90	85.16	5.74	6.4%	1.78	2.0%	84%	False	False	67,159
60	94.87	85.16	9.71	10.8%	1.93	2.1%	50%	False	False	51,255
80	101.53	85.16	16.37	18.2%	1.95	2.2%	29%	False	False	42,242
100	101.53	85.16	16.37	18.2%	1.89	2.1%	29%	False	False	35,686
120	101.53	84.64	16.89	18.8%	1.88	2.1%	32%	False	False	30,745

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	99.13
2.618	95.75
1.618	93.68
1.000	92.40
0.618	91.61
HIGH	90.33
0.618	89.54
0.500	89.30
0.382	89.05
LOW	88.26
0.618	86.98
1.000	86.19
1.618	84.91
2.618	82.84
4.250	79.46

Fisher Pivots for day following 19-Dec-2012
Pivot	1 day	3 day
R1	89.75	89.54
PP	89.52	89.10
S1	89.30	88.67

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

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