NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	93.02	91.21	-1.81	-1.9%	92.89
High	93.02	91.48	-1.54	-1.7%	94.83
Low	90.82	90.00	-0.82	-0.9%	89.46
Close	91.57	91.04	-0.53	-0.6%	91.57
Range	2.20	1.48	-0.72	-32.7%	5.37
ATR	2.20	2.15	-0.04	-2.0%	0.00
Volume	17,889	25,579	7,690	43.0%	88,559

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.28	94.64	91.85
R3	93.80	93.16	91.45
R2	92.32	92.32	91.31
R1	91.68	91.68	91.18	91.26
PP	90.84	90.84	90.84	90.63
S1	90.20	90.20	90.90	89.78
S2	89.36	89.36	90.77
S3	87.88	88.72	90.63
S4	86.40	87.24	90.23

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.06	105.19	94.52
R3	102.69	99.82	93.05
R2	97.32	97.32	92.55
R1	94.45	94.45	92.06	93.20
PP	91.95	91.95	91.95	91.33
S1	89.08	89.08	91.08	87.83
S2	86.58	86.58	90.59
S3	81.21	83.71	90.09
S4	75.84	78.34	88.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.31	89.46	4.85	5.3%	2.42	2.7%	33%	False	False	20,235
10	94.83	89.46	5.37	5.9%	2.17	2.4%	29%	False	False	16,646
20	101.78	89.46	12.32	13.5%	2.16	2.4%	13%	False	False	18,145
40	101.78	89.46	12.32	13.5%	1.85	2.0%	13%	False	False	15,798
60	101.78	88.85	12.93	14.2%	1.77	1.9%	17%	False	False	13,337
80	101.78	80.62	21.16	23.2%	1.82	2.0%	49%	False	False	11,538

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.77
2.618	95.35
1.618	93.87
1.000	92.96
0.618	92.39
HIGH	91.48
0.618	90.91
0.500	90.74
0.382	90.57
LOW	90.00
0.618	89.09
1.000	88.52
1.618	87.61
2.618	86.13
4.250	83.71

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	90.94	91.42
PP	90.84	91.29
S1	90.74	91.17

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

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