NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	97.23	97.97	0.74	0.8%	95.46
High	97.98	97.98	0.00	0.0%	97.98
Low	96.86	97.02	0.16	0.2%	94.24
Close	97.75	97.80	0.05	0.1%	97.75
Range	1.12	0.96	-0.16	-14.3%	3.74
ATR	1.70	1.65	-0.05	-3.1%	0.00
Volume	15,338	12,414	-2,924	-19.1%	62,014

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.48	100.10	98.33
R3	99.52	99.14	98.06
R2	98.56	98.56	97.98
R1	98.18	98.18	97.89	97.89
PP	97.60	97.60	97.60	97.46
S1	97.22	97.22	97.71	96.93
S2	96.64	96.64	97.62
S3	95.68	96.26	97.54
S4	94.72	95.30	97.27

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.88	106.55	99.81
R3	104.14	102.81	98.78
R2	100.40	100.40	98.44
R1	99.07	99.07	98.09	99.74
PP	96.66	96.66	96.66	96.99
S1	95.33	95.33	97.41	96.00
S2	92.92	92.92	97.06
S3	89.18	91.59	96.72
S4	85.44	87.85	95.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.98	95.07	2.91	3.0%	1.21	1.2%	94%	True	False	12,726
10	97.98	93.96	4.02	4.1%	1.31	1.3%	96%	True	False	12,307
20	97.98	88.85	9.13	9.3%	1.54	1.6%	98%	True	False	10,262
40	97.98	80.62	17.36	17.8%	1.76	1.8%	99%	True	False	8,326

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	102.06
2.618	100.49
1.618	99.53
1.000	98.94
0.618	98.57
HIGH	97.98
0.618	97.61
0.500	97.50
0.382	97.39
LOW	97.02
0.618	96.43
1.000	96.06
1.618	95.47
2.618	94.51
4.250	92.94

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	97.70	97.56
PP	97.60	97.32
S1	97.50	97.08

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

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