NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	92.00	93.39	1.39	1.5%	93.77
High	94.00	94.10	0.10	0.1%	94.45
Low	91.87	93.26	1.39	1.5%	90.93
Close	93.58	93.98	0.40	0.4%	93.98
Range	2.13	0.84	-1.29	-60.6%	3.52
ATR	1.79	1.72	-0.07	-3.8%	0.00
Volume	6,445	4,335	-2,110	-32.7%	38,710

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.30	95.98	94.44
R3	95.46	95.14	94.21
R2	94.62	94.62	94.13
R1	94.30	94.30	94.06	94.46
PP	93.78	93.78	93.78	93.86
S1	93.46	93.46	93.90	93.62
S2	92.94	92.94	93.83
S3	92.10	92.62	93.75
S4	91.26	91.78	93.52

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.68	102.35	95.92
R3	100.16	98.83	94.95
R2	96.64	96.64	94.63
R1	95.31	95.31	94.30	95.98
PP	93.12	93.12	93.12	93.45
S1	91.79	91.79	93.66	92.46
S2	89.60	89.60	93.33
S3	86.08	88.27	93.01
S4	82.56	84.75	92.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.45	90.93	3.52	3.7%	1.44	1.5%	87%	False	False	7,742
10	100.83	90.93	9.90	10.5%	1.96	2.1%	31%	False	False	8,887
20	101.50	90.93	10.57	11.2%	1.70	1.8%	29%	False	False	8,642
40	101.50	90.93	10.57	11.2%	1.37	1.5%	29%	False	False	7,028

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.29
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.67
2.618	96.30
1.618	95.46
1.000	94.94
0.618	94.62
HIGH	94.10
0.618	93.78
0.500	93.68
0.382	93.58
LOW	93.26
0.618	92.74
1.000	92.42
1.618	91.90
2.618	91.06
4.250	89.69

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	93.88	93.49
PP	93.78	93.00
S1	93.68	92.52

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

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