NYMEX Light Sweet Crude Oil Future March 2013

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

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	91.25	92.02	0.77	0.8%	91.06
High	92.16	92.21	0.05	0.1%	92.16
Low	91.25	91.51	0.26	0.3%	88.85
Close	92.16	91.88	-0.28	-0.3%	92.16
Range	0.91	0.70	-0.21	-23.1%	3.31
ATR	2.00	1.90	-0.09	-4.6%	0.00
Volume	5,500	9,401	3,901	70.9%	29,292

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.97	93.62	92.27
R3	93.27	92.92	92.07
R2	92.57	92.57	92.01
R1	92.22	92.22	91.94	92.05
PP	91.87	91.87	91.87	91.78
S1	91.52	91.52	91.82	91.35
S2	91.17	91.17	91.75
S3	90.47	90.82	91.69
S4	89.77	90.12	91.50

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.99	99.88	93.98
R3	97.68	96.57	93.07
R2	94.37	94.37	92.77
R1	93.26	93.26	92.46	93.82
PP	91.06	91.06	91.06	91.33
S1	89.95	89.95	91.86	90.51
S2	87.75	87.75	91.55
S3	84.44	86.64	91.25
S4	81.13	83.33	90.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.21	88.85	3.36	3.7%	1.42	1.5%	90%	True	False	6,170
10	94.59	88.85	5.74	6.2%	1.44	1.6%	53%	False	False	6,471
20	94.59	84.97	9.62	10.5%	1.71	1.9%	72%	False	False	6,518

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	95.19
2.618	94.04
1.618	93.34
1.000	92.91
0.618	92.64
HIGH	92.21
0.618	91.94
0.500	91.86
0.382	91.78
LOW	91.51
0.618	91.08
1.000	90.81
1.618	90.38
2.618	89.68
4.250	88.54

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	91.87	91.63
PP	91.87	91.38
S1	91.86	91.13

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

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