NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 18-Dec-2012

Day Change Summary
	Previous	Current
	17-Dec-2012	18-Dec-2012	Change	Change %	Previous Week
Open	88.08	88.35	0.27	0.3%	87.27
High	88.68	89.13	0.45	0.5%	88.75
Low	87.58	88.22	0.64	0.7%	86.40
Close	88.17	88.92	0.75	0.9%	87.82
Range	1.10	0.91	-0.19	-17.3%	2.35
ATR	1.62	1.57	-0.05	-2.9%	0.00
Volume	79,880	55,821	-24,059	-30.1%	293,899

Daily Pivots for day following 18-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.49	91.11	89.42
R3	90.58	90.20	89.17
R2	89.67	89.67	89.09
R1	89.29	89.29	89.00	89.48
PP	88.76	88.76	88.76	88.85
S1	88.38	88.38	88.84	88.57
S2	87.85	87.85	88.75
S3	86.94	87.47	88.67
S4	86.03	86.56	88.42

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.71	93.61	89.11
R3	92.36	91.26	88.47
R2	90.01	90.01	88.25
R1	88.91	88.91	88.04	89.46
PP	87.66	87.66	87.66	87.93
S1	86.56	86.56	87.60	87.11
S2	85.31	85.31	87.39
S3	82.96	84.21	87.17
S4	80.61	81.86	86.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.13	86.83	2.30	2.6%	1.17	1.3%	91%	True	False	64,563
10	90.26	86.40	3.86	4.3%	1.36	1.5%	65%	False	False	53,521
20	91.53	86.40	5.13	5.8%	1.53	1.7%	49%	False	False	44,112
40	91.53	85.80	5.73	6.4%	1.74	2.0%	54%	False	False	37,998
60	95.21	85.80	9.41	10.6%	1.86	2.1%	33%	False	False	31,324
80	101.78	85.80	15.98	18.0%	1.88	2.1%	20%	False	False	27,638
100	101.78	85.80	15.98	18.0%	1.80	2.0%	20%	False	False	24,543
120	101.78	81.83	19.95	22.4%	1.84	2.1%	36%	False	False	21,515

Crabel Price Patterns
NR	True
NR4	False
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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.00
2.618	91.51
1.618	90.60
1.000	90.04
0.618	89.69
HIGH	89.13
0.618	88.78
0.500	88.68
0.382	88.57
LOW	88.22
0.618	87.66
1.000	87.31
1.618	86.75
2.618	85.84
4.250	84.35

Fisher Pivots for day following 18-Dec-2012
Pivot	1 day	3 day
R1	88.84	88.67
PP	88.76	88.42
S1	88.68	88.17

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

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