NYMEX Light Sweet Crude Oil Future March 2013

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

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	91.20	91.40	0.20	0.2%	87.81
High	91.80	92.21	0.41	0.4%	90.07
Low	90.14	91.29	1.15	1.3%	86.75
Close	91.67	92.10	0.43	0.5%	89.88
Range	1.66	0.92	-0.74	-44.6%	3.32
ATR	2.08	2.00	-0.08	-4.0%	0.00
Volume	3,130	4,720	1,590	50.8%	26,665

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.63	94.28	92.61
R3	93.71	93.36	92.35
R2	92.79	92.79	92.27
R1	92.44	92.44	92.18	92.62
PP	91.87	91.87	91.87	91.95
S1	91.52	91.52	92.02	91.70
S2	90.95	90.95	91.93
S3	90.03	90.60	91.85
S4	89.11	89.68	91.59

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.86	97.69	91.71
R3	95.54	94.37	90.79
R2	92.22	92.22	90.49
R1	91.05	91.05	90.18	91.64
PP	88.90	88.90	88.90	89.19
S1	87.73	87.73	89.58	88.32
S2	85.58	85.58	89.27
S3	82.26	84.41	88.97
S4	78.94	81.09	88.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.21	87.03	5.18	5.6%	1.50	1.6%	98%	True	False	4,930
10	92.21	86.75	5.46	5.9%	1.62	1.8%	98%	True	False	5,381
20	92.21	80.62	11.59	12.6%	2.03	2.2%	99%	True	False	6,145

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	0.36
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	96.12
2.618	94.62
1.618	93.70
1.000	93.13
0.618	92.78
HIGH	92.21
0.618	91.86
0.500	91.75
0.382	91.64
LOW	91.29
0.618	90.72
1.000	90.37
1.618	89.80
2.618	88.88
4.250	87.38

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	91.98	91.67
PP	91.87	91.23
S1	91.75	90.80

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

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