NYMEX Light Sweet Crude Oil Future March 2013

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

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	96.99	93.42	-3.57	-3.7%	98.06
High	97.58	94.35	-3.23	-3.3%	101.78
Low	92.73	92.46	-0.27	-0.3%	97.43
Close	93.42	93.74	0.32	0.3%	100.45
Range	4.85	1.89	-2.96	-61.0%	4.35
ATR	2.07	2.06	-0.01	-0.6%	0.00
Volume	8,519	21,312	12,793	150.2%	86,721

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.19	98.35	94.78
R3	97.30	96.46	94.26
R2	95.41	95.41	94.09
R1	94.57	94.57	93.91	94.99
PP	93.52	93.52	93.52	93.73
S1	92.68	92.68	93.57	93.10
S2	91.63	91.63	93.39
S3	89.74	90.79	93.22
S4	87.85	88.90	92.70

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.94	111.04	102.84
R3	108.59	106.69	101.65
R2	104.24	104.24	101.25
R1	102.34	102.34	100.85	103.29
PP	99.89	99.89	99.89	100.36
S1	97.99	97.99	100.05	98.94
S2	95.54	95.54	99.65
S3	91.19	93.64	99.25
S4	86.84	89.29	98.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.78	92.46	9.32	9.9%	2.94	3.1%	14%	False	True	20,375
10	101.78	92.46	9.32	9.9%	2.20	2.3%	14%	False	True	18,636
20	101.78	92.46	9.32	9.9%	2.01	2.1%	14%	False	True	16,318
40	101.78	89.39	12.39	13.2%	1.73	1.9%	35%	False	False	13,591
60	101.78	80.62	21.16	22.6%	1.84	2.0%	62%	False	False	11,214

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.38
2.618	99.30
1.618	97.41
1.000	96.24
0.618	95.52
HIGH	94.35
0.618	93.63
0.500	93.41
0.382	93.18
LOW	92.46
0.618	91.29
1.000	90.57
1.618	89.40
2.618	87.51
4.250	84.43

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	93.63	95.40
PP	93.52	94.85
S1	93.41	94.29

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

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