NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	93.65	93.86	0.21	0.2%	91.21
High	94.16	94.55	0.39	0.4%	95.21
Low	93.40	93.40	0.00	0.0%	90.00
Close	93.89	93.97	0.08	0.1%	93.66
Range	0.76	1.15	0.39	51.3%	5.21
ATR	2.06	1.99	-0.06	-3.1%	0.00
Volume	19,739	14,325	-5,414	-27.4%	118,904

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.42	96.85	94.60
R3	96.27	95.70	94.29
R2	95.12	95.12	94.18
R1	94.55	94.55	94.08	94.84
PP	93.97	93.97	93.97	94.12
S1	93.40	93.40	93.86	93.69
S2	92.82	92.82	93.76
S3	91.67	92.25	93.65
S4	90.52	91.10	93.34

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.59	106.33	96.53
R3	103.38	101.12	95.09
R2	98.17	98.17	94.62
R1	95.91	95.91	94.14	97.04
PP	92.96	92.96	92.96	93.52
S1	90.70	90.70	93.18	91.83
S2	87.75	87.75	92.70
S3	82.54	85.49	92.23
S4	77.33	80.28	90.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.57	91.81	2.76	2.9%	1.41	1.5%	78%	False	False	20,067
10	95.21	89.54	5.67	6.0%	2.02	2.2%	78%	False	False	21,705
20	95.21	89.46	5.75	6.1%	1.96	2.1%	78%	False	False	18,604
40	101.78	89.46	12.32	13.1%	1.96	2.1%	37%	False	False	17,277
60	101.78	88.85	12.93	13.8%	1.81	1.9%	40%	False	False	14,999
80	101.78	80.62	21.16	22.5%	1.86	2.0%	63%	False	False	12,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.44
2.618	97.56
1.618	96.41
1.000	95.70
0.618	95.26
HIGH	94.55
0.618	94.11
0.500	93.98
0.382	93.84
LOW	93.40
0.618	92.69
1.000	92.25
1.618	91.54
2.618	90.39
4.250	88.51

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	93.98	93.71
PP	93.97	93.44
S1	93.97	93.18

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

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