NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	91.65	90.31	-1.34	-1.5%	91.06
High	91.98	91.43	-0.55	-0.6%	92.16
Low	89.58	90.31	0.73	0.8%	88.85
Close	90.28	91.10	0.82	0.9%	92.16
Range	2.40	1.12	-1.28	-53.3%	3.31
ATR	1.94	1.88	-0.06	-2.9%	0.00
Volume	4,176	14,227	10,051	240.7%	29,292

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.31	93.82	91.72
R3	93.19	92.70	91.41
R2	92.07	92.07	91.31
R1	91.58	91.58	91.20	91.83
PP	90.95	90.95	90.95	91.07
S1	90.46	90.46	91.00	90.71
S2	89.83	89.83	90.89
S3	88.71	89.34	90.79
S4	87.59	88.22	90.48

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	89.58	2.63	2.9%	1.45	1.6%	58%	False	False	7,768
10	94.59	88.85	5.74	6.3%	1.53	1.7%	39%	False	False	7,526
20	94.59	86.75	7.84	8.6%	1.58	1.7%	55%	False	False	6,454

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.19
2.618	94.36
1.618	93.24
1.000	92.55
0.618	92.12
HIGH	91.43
0.618	91.00
0.500	90.87
0.382	90.74
LOW	90.31
0.618	89.62
1.000	89.19
1.618	88.50
2.618	87.38
4.250	85.55

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	91.02	91.03
PP	90.95	90.96
S1	90.87	90.90

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

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