NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 11-Mar-2013

Day Change Summary
	Previous	Current
	08-Mar-2013	11-Mar-2013	Change	Change %	Previous Week
Open	91.42	91.83	0.41	0.4%	90.71
High	92.03	92.15	0.12	0.1%	92.03
Low	90.83	90.89	0.06	0.1%	89.33
Close	91.95	92.06	0.11	0.1%	91.95
Range	1.20	1.26	0.06	5.0%	2.70
ATR	1.57	1.55	-0.02	-1.4%	0.00
Volume	219,961	194,607	-25,354	-11.5%	1,140,032

Daily Pivots for day following 11-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	95.48	95.03	92.75
R3	94.22	93.77	92.41
R2	92.96	92.96	92.29
R1	92.51	92.51	92.18	92.74
PP	91.70	91.70	91.70	91.81
S1	91.25	91.25	91.94	91.48
S2	90.44	90.44	91.83
S3	89.18	89.99	91.71
S4	87.92	88.73	91.37

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.20	98.28	93.44
R3	96.50	95.58	92.69
R2	93.80	93.80	92.45
R1	92.88	92.88	92.20	93.34
PP	91.10	91.10	91.10	91.34
S1	90.18	90.18	91.70	90.64
S2	88.40	88.40	91.46
S3	85.70	87.48	91.21
S4	83.00	84.78	90.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.15	89.55	2.60	2.8%	1.31	1.4%	97%	True	False	220,706
10	93.44	89.33	4.11	4.5%	1.44	1.6%	66%	False	False	223,357
20	98.65	89.33	9.32	10.1%	1.64	1.8%	29%	False	False	208,715
40	98.66	89.33	9.33	10.1%	1.53	1.7%	29%	False	False	140,919
60	98.66	87.47	11.19	12.2%	1.45	1.6%	41%	False	False	103,150
80	98.66	86.86	11.80	12.8%	1.49	1.6%	44%	False	False	82,222
100	98.66	86.42	12.24	13.3%	1.55	1.7%	46%	False	False	68,160
120	98.66	86.42	12.24	13.3%	1.62	1.8%	46%	False	False	58,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.51
2.618	95.45
1.618	94.19
1.000	93.41
0.618	92.93
HIGH	92.15
0.618	91.67
0.500	91.52
0.382	91.37
LOW	90.89
0.618	90.11
1.000	89.63
1.618	88.85
2.618	87.59
4.250	85.54

Fisher Pivots for day following 11-Mar-2013
Pivot	1 day	3 day
R1	91.88	91.77
PP	91.70	91.48
S1	91.52	91.19

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

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