NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	95.43	95.05	-0.38	-0.4%	93.06
High	96.08	95.42	-0.66	-0.7%	96.49
Low	95.20	93.96	-1.24	-1.3%	92.83
Close	95.43	95.01	-0.42	-0.4%	95.01
Range	0.88	1.46	0.58	65.9%	3.66
ATR	1.89	1.86	-0.03	-1.6%	0.00
Volume	14,165	8,296	-5,869	-41.4%	61,203

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.18	98.55	95.81
R3	97.72	97.09	95.41
R2	96.26	96.26	95.28
R1	95.63	95.63	95.14	95.22
PP	94.80	94.80	94.80	94.59
S1	94.17	94.17	94.88	93.76
S2	93.34	93.34	94.74
S3	91.88	92.71	94.61
S4	90.42	91.25	94.21

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.76	104.04	97.02
R3	102.10	100.38	96.02
R2	98.44	98.44	95.68
R1	96.72	96.72	95.35	97.58
PP	94.78	94.78	94.78	95.21
S1	93.06	93.06	94.67	93.92
S2	91.12	91.12	94.34
S3	87.46	89.40	94.00
S4	83.80	85.74	93.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.49	92.83	3.66	3.9%	1.38	1.5%	60%	False	False	12,240
10	96.49	89.39	7.10	7.5%	1.67	1.8%	79%	False	False	10,937
20	96.49	88.85	7.64	8.0%	1.61	1.7%	81%	False	False	8,417
40	96.49	80.62	15.87	16.7%	1.79	1.9%	91%	False	False	7,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.63
2.618	99.24
1.618	97.78
1.000	96.88
0.618	96.32
HIGH	95.42
0.618	94.86
0.500	94.69
0.382	94.52
LOW	93.96
0.618	93.06
1.000	92.50
1.618	91.60
2.618	90.14
4.250	87.76

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	94.90	95.23
PP	94.80	95.15
S1	94.69	95.08

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

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