NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 26-Dec-2012

Day Change Summary
	Previous	Current
	24-Dec-2012	26-Dec-2012	Change	Change %	Previous Week
Open	89.23	89.18	-0.05	-0.1%	88.08
High	89.35	91.82	2.47	2.8%	91.06
Low	88.78	89.18	0.40	0.5%	87.58
Close	89.17	91.49	2.32	2.6%	89.23
Range	0.57	2.64	2.07	363.2%	3.48
ATR	1.55	1.63	0.08	5.1%	0.00
Volume	46,635	8,169	-38,466	-82.5%	285,126

Daily Pivots for day following 26-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.75	97.76	92.94
R3	96.11	95.12	92.22
R2	93.47	93.47	91.97
R1	92.48	92.48	91.73	92.98
PP	90.83	90.83	90.83	91.08
S1	89.84	89.84	91.25	90.34
S2	88.19	88.19	91.01
S3	85.55	87.20	90.76
S4	82.91	84.56	90.04

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.73	97.96	91.14
R3	96.25	94.48	90.19
R2	92.77	92.77	89.87
R1	91.00	91.00	89.55	91.89
PP	89.29	89.29	89.29	89.73
S1	87.52	87.52	88.91	88.41
S2	85.81	85.81	88.59
S3	82.33	84.04	88.27
S4	78.85	80.56	87.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.82	88.53	3.29	3.6%	1.72	1.9%	90%	True	False	40,845
10	91.82	86.83	4.99	5.5%	1.44	1.6%	93%	True	False	52,704
20	91.82	86.40	5.42	5.9%	1.54	1.7%	94%	True	False	46,869
40	91.82	85.80	6.02	6.6%	1.71	1.9%	95%	True	False	39,996
60	95.21	85.80	9.41	10.3%	1.84	2.0%	60%	False	False	33,640
80	101.78	85.80	15.98	17.5%	1.89	2.1%	36%	False	False	29,402
100	101.78	85.80	15.98	17.5%	1.79	2.0%	36%	False	False	26,103
120	101.78	85.80	15.98	17.5%	1.77	1.9%	36%	False	False	22,868

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	0.17
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	103.04
2.618	98.73
1.618	96.09
1.000	94.46
0.618	93.45
HIGH	91.82
0.618	90.81
0.500	90.50
0.382	90.19
LOW	89.18
0.618	87.55
1.000	86.54
1.618	84.91
2.618	82.27
4.250	77.96

Fisher Pivots for day following 26-Dec-2012
Pivot	1 day	3 day
R1	91.16	91.05
PP	90.83	90.61
S1	90.50	90.18

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

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