NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	92.97	92.17	-0.80	-0.9%	100.46
High	92.98	94.02	1.04	1.1%	100.76
Low	91.14	92.17	1.03	1.1%	93.29
Close	91.86	93.70	1.84	2.0%	94.46
Range	1.84	1.85	0.01	0.5%	7.47
ATR	1.50	1.55	0.05	3.1%	0.00
Volume	4,734	3,905	-829	-17.5%	42,666

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.85	98.12	94.72
R3	97.00	96.27	94.21
R2	95.15	95.15	94.04
R1	94.42	94.42	93.87	94.79
PP	93.30	93.30	93.30	93.48
S1	92.57	92.57	93.53	92.94
S2	91.45	91.45	93.36
S3	89.60	90.72	93.19
S4	87.75	88.87	92.68

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.58	113.99	98.57
R3	111.11	106.52	96.51
R2	103.64	103.64	95.83
R1	99.05	99.05	95.14	97.61
PP	96.17	96.17	96.17	95.45
S1	91.58	91.58	93.78	90.14
S2	88.70	88.70	93.09
S3	81.23	84.11	92.41
S4	73.76	76.64	90.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.14	91.14	4.00	4.3%	1.44	1.5%	64%	False	False	5,557
10	101.54	91.14	10.40	11.1%	1.76	1.9%	25%	False	False	7,739
20	101.54	91.14	10.40	11.1%	1.45	1.5%	25%	False	False	6,853

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	101.88
2.618	98.86
1.618	97.01
1.000	95.87
0.618	95.16
HIGH	94.02
0.618	93.31
0.500	93.10
0.382	92.88
LOW	92.17
0.618	91.03
1.000	90.32
1.618	89.18
2.618	87.33
4.250	84.31

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	93.50	93.42
PP	93.30	93.14
S1	93.10	92.86

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

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