NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 26-Oct-2012

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	88.00	87.16	-0.84	-1.0%	92.59
High	88.65	88.31	-0.34	-0.4%	92.76
Low	87.33	87.07	-0.26	-0.3%	87.07
Close	88.06	88.31	0.25	0.3%	88.31
Range	1.32	1.24	-0.08	-6.1%	5.69
ATR	1.95	1.90	-0.05	-2.6%	0.00
Volume	10,780	7,828	-2,952	-27.4%	40,397

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.62	91.20	88.99
R3	90.38	89.96	88.65
R2	89.14	89.14	88.54
R1	88.72	88.72	88.42	88.93
PP	87.90	87.90	87.90	88.00
S1	87.48	87.48	88.20	87.69
S2	86.66	86.66	88.08
S3	85.42	86.24	87.97
S4	84.18	85.00	87.63

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.45	103.07	91.44
R3	100.76	97.38	89.87
R2	95.07	95.07	89.35
R1	91.69	91.69	88.83	90.54
PP	89.38	89.38	89.38	88.80
S1	86.00	86.00	87.79	84.85
S2	83.69	83.69	87.27
S3	78.00	80.31	86.75
S4	72.31	74.62	85.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.76	87.07	5.69	6.4%	2.07	2.3%	22%	False	True	8,079
10	95.11	87.07	8.04	9.1%	1.84	2.1%	15%	False	True	8,221
20	95.40	87.07	8.33	9.4%	1.96	2.2%	15%	False	True	7,734
40	101.50	87.07	14.43	16.3%	1.83	2.1%	9%	False	True	8,188
60	101.50	87.07	14.43	16.3%	1.57	1.8%	9%	False	True	7,263

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.39
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	93.58
2.618	91.56
1.618	90.32
1.000	89.55
0.618	89.08
HIGH	88.31
0.618	87.84
0.500	87.69
0.382	87.54
LOW	87.07
0.618	86.30
1.000	85.83
1.618	85.06
2.618	83.82
4.250	81.80

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	88.10	88.29
PP	87.90	88.26
S1	87.69	88.24

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

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