NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 02-Oct-2012

Day Change Summary
	Previous	Current
	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	93.26	94.45	1.19	1.3%	93.77
High	95.00	94.70	-0.30	-0.3%	94.45
Low	93.26	93.74	0.48	0.5%	90.93
Close	94.27	93.74	-0.53	-0.6%	93.98
Range	1.74	0.96	-0.78	-44.8%	3.52
ATR	1.72	1.67	-0.05	-3.2%	0.00
Volume	3,329	3,650	321	9.6%	38,710

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.94	96.30	94.27
R3	95.98	95.34	94.00
R2	95.02	95.02	93.92
R1	94.38	94.38	93.83	94.22
PP	94.06	94.06	94.06	93.98
S1	93.42	93.42	93.65	93.26
S2	93.10	93.10	93.56
S3	92.14	92.46	93.48
S4	91.18	91.50	93.21

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	95.00	90.93	4.07	4.3%	1.42	1.5%	69%	False	False	5,051
10	97.40	90.93	6.47	6.9%	1.72	1.8%	43%	False	False	6,536
20	101.50	90.93	10.57	11.3%	1.67	1.8%	27%	False	False	8,388
40	101.50	90.93	10.57	11.3%	1.37	1.5%	27%	False	False	6,857

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.78
2.618	97.21
1.618	96.25
1.000	95.66
0.618	95.29
HIGH	94.70
0.618	94.33
0.500	94.22
0.382	94.11
LOW	93.74
0.618	93.15
1.000	92.78
1.618	92.19
2.618	91.23
4.250	89.66

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	94.22	94.13
PP	94.06	94.00
S1	93.90	93.87

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

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