NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 03-Oct-2012

Day Change Summary
	Previous	Current
	02-Oct-2012	03-Oct-2012	Change	Change %	Previous Week
Open	94.45	93.50	-0.95	-1.0%	93.77
High	94.70	93.50	-1.20	-1.3%	94.45
Low	93.74	89.75	-3.99	-4.3%	90.93
Close	93.74	90.09	-3.65	-3.9%	93.98
Range	0.96	3.75	2.79	290.6%	3.52
ATR	1.67	1.83	0.17	10.0%	0.00
Volume	3,650	3,319	-331	-9.1%	38,710

Daily Pivots for day following 03-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.36	99.98	92.15
R3	98.61	96.23	91.12
R2	94.86	94.86	90.78
R1	92.48	92.48	90.43	91.80
PP	91.11	91.11	91.11	90.77
S1	88.73	88.73	89.75	88.05
S2	87.36	87.36	89.40
S3	83.61	84.98	89.06
S4	79.86	81.23	88.03

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	89.75	5.25	5.8%	1.88	2.1%	6%	False	True	4,215
10	95.13	89.75	5.38	6.0%	1.64	1.8%	6%	False	True	6,560
20	101.50	89.75	11.75	13.0%	1.79	2.0%	3%	False	True	8,227
40	101.50	89.75	11.75	13.0%	1.42	1.6%	3%	False	True	6,814

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	0.26
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	109.44
2.618	103.32
1.618	99.57
1.000	97.25
0.618	95.82
HIGH	93.50
0.618	92.07
0.500	91.63
0.382	91.18
LOW	89.75
0.618	87.43
1.000	86.00
1.618	83.68
2.618	79.93
4.250	73.81

Fisher Pivots for day following 03-Oct-2012
Pivot	1 day	3 day
R1	91.63	92.38
PP	91.11	91.61
S1	90.60	90.85

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

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