NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	93.42	94.50	1.08	1.2%	100.52
High	94.35	94.97	0.62	0.7%	100.77
Low	92.46	94.03	1.57	1.7%	92.46
Close	93.74	94.21	0.47	0.5%	94.21
Range	1.89	0.94	-0.95	-50.3%	8.31
ATR	2.06	2.00	-0.06	-2.9%	0.00
Volume	21,312	17,624	-3,688	-17.3%	96,615

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.22	96.66	94.73
R3	96.28	95.72	94.47
R2	95.34	95.34	94.38
R1	94.78	94.78	94.30	94.59
PP	94.40	94.40	94.40	94.31
S1	93.84	93.84	94.12	93.65
S2	93.46	93.46	94.04
S3	92.52	92.90	93.95
S4	91.58	91.96	93.69

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	120.74	115.79	98.78
R3	112.43	107.48	96.50
R2	104.12	104.12	95.73
R1	99.17	99.17	94.97	97.49
PP	95.81	95.81	95.81	94.98
S1	90.86	90.86	93.45	89.18
S2	87.50	87.50	92.69
S3	79.19	82.55	91.92
S4	70.88	74.24	89.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.77	92.46	8.31	8.8%	2.78	3.0%	21%	False	False	19,323
10	101.78	92.46	9.32	9.9%	2.08	2.2%	19%	False	False	18,333
20	101.78	92.46	9.32	9.9%	1.95	2.1%	19%	False	False	16,345
40	101.78	89.39	12.39	13.2%	1.71	1.8%	39%	False	False	13,894
60	101.78	80.62	21.16	22.5%	1.84	2.0%	64%	False	False	11,398

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.42
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	98.97
2.618	97.43
1.618	96.49
1.000	95.91
0.618	95.55
HIGH	94.97
0.618	94.61
0.500	94.50
0.382	94.39
LOW	94.03
0.618	93.45
1.000	93.09
1.618	92.51
2.618	91.57
4.250	90.04

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	94.50	95.02
PP	94.40	94.75
S1	94.31	94.48

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

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