NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 09-Jan-2013

Day Change Summary
	Previous	Current
	08-Jan-2013	09-Jan-2013	Change	Change %	Previous Week
Open	93.76	93.61	-0.15	-0.2%	90.91
High	94.25	94.07	-0.18	-0.2%	94.31
Low	93.13	93.13	0.00	0.0%	90.49
Close	93.60	93.56	-0.04	0.0%	93.51
Range	1.12	0.94	-0.18	-16.1%	3.82
ATR	1.51	1.47	-0.04	-2.7%	0.00
Volume	60,752	76,045	15,293	25.2%	204,074

Daily Pivots for day following 09-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.41	95.92	94.08
R3	95.47	94.98	93.82
R2	94.53	94.53	93.73
R1	94.04	94.04	93.65	93.82
PP	93.59	93.59	93.59	93.47
S1	93.10	93.10	93.47	92.88
S2	92.65	92.65	93.39
S3	91.71	92.16	93.30
S4	90.77	91.22	93.04

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.23	102.69	95.61
R3	100.41	98.87	94.56
R2	96.59	96.59	94.21
R1	95.05	95.05	93.86	95.82
PP	92.77	92.77	92.77	93.16
S1	91.23	91.23	93.16	92.00
S2	88.95	88.95	92.81
S3	85.13	87.41	92.46
S4	81.31	83.59	91.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.25	91.96	2.29	2.4%	1.08	1.2%	70%	False	False	69,172
10	94.31	89.18	5.13	5.5%	1.47	1.6%	85%	False	False	50,773
20	94.31	86.40	7.91	8.5%	1.38	1.5%	91%	False	False	54,137
40	94.31	86.27	8.04	8.6%	1.54	1.6%	91%	False	False	45,522
60	94.85	85.80	9.05	9.7%	1.69	1.8%	86%	False	False	38,724
80	100.77	85.80	14.97	16.0%	1.85	2.0%	52%	False	False	33,805
100	101.78	85.80	15.98	17.1%	1.79	1.9%	49%	False	False	30,020
120	101.78	85.80	15.98	17.1%	1.75	1.9%	49%	False	False	26,655

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.07
2.618	96.53
1.618	95.59
1.000	95.01
0.618	94.65
HIGH	94.07
0.618	93.71
0.500	93.60
0.382	93.49
LOW	93.13
0.618	92.55
1.000	92.19
1.618	91.61
2.618	90.67
4.250	89.14

Fisher Pivots for day following 09-Jan-2013
Pivot	1 day	3 day
R1	93.60	93.56
PP	93.59	93.56
S1	93.57	93.56

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

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