NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	89.60	89.11	-0.49	-0.5%	89.54
High	90.26	89.44	-0.82	-0.9%	90.24
Low	88.70	86.93	-1.77	-2.0%	86.70
Close	89.14	87.51	-1.63	-1.8%	90.13
Range	1.56	2.51	0.95	60.9%	3.54
ATR	1.83	1.88	0.05	2.7%	0.00
Volume	30,184	33,312	3,128	10.4%	153,668

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.49	94.01	88.89
R3	92.98	91.50	88.20
R2	90.47	90.47	87.97
R1	88.99	88.99	87.74	88.48
PP	87.96	87.96	87.96	87.70
S1	86.48	86.48	87.28	85.97
S2	85.45	85.45	87.05
S3	82.94	83.97	86.82
S4	80.43	81.46	86.13

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.64	98.43	92.08
R3	96.10	94.89	91.10
R2	92.56	92.56	90.78
R1	91.35	91.35	90.45	91.96
PP	89.02	89.02	89.02	89.33
S1	87.81	87.81	89.81	88.42
S2	85.48	85.48	89.48
S3	81.94	84.27	89.16
S4	78.40	80.73	88.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.53	86.93	4.60	5.3%	1.76	2.0%	13%	False	True	38,197
10	91.53	86.70	4.83	5.5%	1.67	1.9%	17%	False	False	32,537
20	91.53	85.90	5.63	6.4%	1.75	2.0%	29%	False	False	35,772
40	94.85	85.80	9.05	10.3%	1.86	2.1%	19%	False	False	29,988
60	101.78	85.80	15.98	18.3%	2.02	2.3%	11%	False	False	26,132
80	101.78	85.80	15.98	18.3%	1.90	2.2%	11%	False	False	23,113
100	101.78	85.80	15.98	18.3%	1.83	2.1%	11%	False	False	20,347
120	101.78	80.62	21.16	24.2%	1.86	2.1%	33%	False	False	17,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	100.11
2.618	96.01
1.618	93.50
1.000	91.95
0.618	90.99
HIGH	89.44
0.618	88.48
0.500	88.19
0.382	87.89
LOW	86.93
0.618	85.38
1.000	84.42
1.618	82.87
2.618	80.36
4.250	76.26

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	88.19	88.67
PP	87.96	88.28
S1	87.74	87.90

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

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