NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	97.10	98.58	1.48	1.5%	98.00
High	98.22	98.58	0.36	0.4%	99.28
Low	97.10	96.15	-0.95	-1.0%	97.10
Close	97.58	97.03	-0.55	-0.6%	97.58
Range	1.12	2.43	1.31	117.0%	2.18
ATR	1.23	1.32	0.09	7.0%	0.00
Volume	9,413	5,659	-3,754	-39.9%	29,420

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.54	103.22	98.37
R3	102.11	100.79	97.70
R2	99.68	99.68	97.48
R1	98.36	98.36	97.25	97.81
PP	97.25	97.25	97.25	96.98
S1	95.93	95.93	96.81	95.38
S2	94.82	94.82	96.58
S3	92.39	93.50	96.36
S4	89.96	91.07	95.69

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.53	103.23	98.78
R3	102.35	101.05	98.18
R2	100.17	100.17	97.98
R1	98.87	98.87	97.78	98.43
PP	97.99	97.99	97.99	97.77
S1	96.69	96.69	97.38	96.25
S2	95.81	95.81	97.18
S3	93.63	94.51	96.98
S4	91.45	92.33	96.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.28	96.15	3.13	3.2%	1.35	1.4%	28%	False	True	6,131
10	99.28	95.05	4.23	4.4%	1.02	1.1%	47%	False	False	5,273
20	99.28	89.51	9.77	10.1%	1.21	1.2%	77%	False	False	5,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	108.91
2.618	104.94
1.618	102.51
1.000	101.01
0.618	100.08
HIGH	98.58
0.618	97.65
0.500	97.37
0.382	97.08
LOW	96.15
0.618	94.65
1.000	93.72
1.618	92.22
2.618	89.79
4.250	85.82

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	97.37	97.72
PP	97.25	97.49
S1	97.14	97.26

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

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