NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	95.40	96.25	0.85	0.9%	93.06
High	96.77	97.53	0.76	0.8%	96.49
Low	95.07	96.17	1.10	1.2%	92.83
Close	96.34	97.44	1.10	1.1%	95.01
Range	1.70	1.36	-0.34	-20.0%	3.66
ATR	1.77	1.74	-0.03	-1.7%	0.00
Volume	10,082	12,459	2,377	23.6%	61,203

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.13	100.64	98.19
R3	99.77	99.28	97.81
R2	98.41	98.41	97.69
R1	97.92	97.92	97.56	98.17
PP	97.05	97.05	97.05	97.17
S1	96.56	96.56	97.32	96.81
S2	95.69	95.69	97.19
S3	94.33	95.20	97.07
S4	92.97	93.84	96.69

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	97.53	93.96	3.57	3.7%	1.39	1.4%	97%	True	False	10,994
10	97.53	90.12	7.41	7.6%	1.58	1.6%	99%	True	False	11,962
20	97.53	88.85	8.68	8.9%	1.57	1.6%	99%	True	False	9,827
40	97.53	80.62	16.91	17.4%	1.78	1.8%	99%	True	False	8,062

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.31
2.618	101.09
1.618	99.73
1.000	98.89
0.618	98.37
HIGH	97.53
0.618	97.01
0.500	96.85
0.382	96.69
LOW	96.17
0.618	95.33
1.000	94.81
1.618	93.97
2.618	92.61
4.250	90.39

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	97.24	97.06
PP	97.05	96.68
S1	96.85	96.30

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

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