NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	89.04	88.57	-0.47	-0.5%	88.50
High	89.46	88.57	-0.89	-1.0%	90.82
Low	88.12	86.70	-1.42	-1.6%	87.33
Close	88.47	87.80	-0.67	-0.8%	89.56
Range	1.34	1.87	0.53	39.6%	3.49
ATR	1.91	1.90	0.00	-0.1%	0.00
Volume	23,050	27,028	3,978	17.3%	156,880

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.30	92.42	88.83
R3	91.43	90.55	88.31
R2	89.56	89.56	88.14
R1	88.68	88.68	87.97	88.19
PP	87.69	87.69	87.69	87.44
S1	86.81	86.81	87.63	86.32
S2	85.82	85.82	87.46
S3	83.95	84.94	87.29
S4	82.08	83.07	86.77

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.71	98.12	91.48
R3	96.22	94.63	90.52
R2	92.73	92.73	90.20
R1	91.14	91.14	89.88	91.94
PP	89.24	89.24	89.24	89.63
S1	87.65	87.65	89.24	88.45
S2	85.75	85.75	88.92
S3	82.26	84.16	88.60
S4	78.77	80.67	87.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.73	86.70	3.03	3.5%	1.47	1.7%	36%	False	True	28,188
10	90.82	86.27	4.55	5.2%	1.82	2.1%	34%	False	False	34,785
20	90.82	85.80	5.02	5.7%	1.92	2.2%	40%	False	False	33,320
40	95.21	85.80	9.41	10.7%	2.01	2.3%	21%	False	False	27,376
60	101.78	85.80	15.98	18.2%	2.00	2.3%	13%	False	False	23,782
80	101.78	85.80	15.98	18.2%	1.86	2.1%	13%	False	False	21,093
100	101.78	85.80	15.98	18.2%	1.82	2.1%	13%	False	False	18,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	96.52
2.618	93.47
1.618	91.60
1.000	90.44
0.618	89.73
HIGH	88.57
0.618	87.86
0.500	87.64
0.382	87.41
LOW	86.70
0.618	85.54
1.000	84.83
1.618	83.67
2.618	81.80
4.250	78.75

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	87.75	88.13
PP	87.69	88.02
S1	87.64	87.91

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

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