NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	93.80	92.96	-0.84	-0.9%	92.89
High	95.21	94.57	-0.64	-0.7%	94.83
Low	92.80	92.95	0.15	0.2%	89.46
Close	93.00	93.91	0.91	1.0%	91.57
Range	2.41	1.62	-0.79	-32.8%	5.37
ATR	2.26	2.22	-0.05	-2.0%	0.00
Volume	27,251	27,614	363	1.3%	88,559

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.67	97.91	94.80
R3	97.05	96.29	94.36
R2	95.43	95.43	94.21
R1	94.67	94.67	94.06	95.05
PP	93.81	93.81	93.81	94.00
S1	93.05	93.05	93.76	93.43
S2	92.19	92.19	93.61
S3	90.57	91.43	93.46
S4	88.95	89.81	93.02

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	95.21	90.00	5.21	5.5%	2.21	2.3%	75%	False	False	22,570
10	95.21	89.46	5.75	6.1%	2.24	2.4%	77%	False	False	19,577
20	101.78	89.46	12.32	13.1%	2.33	2.5%	36%	False	False	18,996
40	101.78	89.46	12.32	13.1%	1.93	2.1%	36%	False	False	16,677
60	101.78	88.85	12.93	13.8%	1.82	1.9%	39%	False	False	14,302
80	101.78	80.62	21.16	22.5%	1.87	2.0%	63%	False	False	12,263

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.46
2.618	98.81
1.618	97.19
1.000	96.19
0.618	95.57
HIGH	94.57
0.618	93.95
0.500	93.76
0.382	93.57
LOW	92.95
0.618	91.95
1.000	91.33
1.618	90.33
2.618	88.71
4.250	86.07

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	93.86	93.68
PP	93.81	93.45
S1	93.76	93.23

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

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