NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 05-Oct-2012

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	90.35	92.88	2.53	2.8%	93.85
High	93.67	93.31	-0.36	-0.4%	94.78
Low	90.35	91.36	1.01	1.1%	90.23
Close	93.62	92.09	-1.53	-1.6%	92.09
Range	3.32	1.95	-1.37	-41.3%	4.55
ATR	1.70	1.74	0.04	2.3%	0.00
Volume	7,003	4,804	-2,199	-31.4%	18,524

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.10	97.05	93.16
R3	96.15	95.10	92.63
R2	94.20	94.20	92.45
R1	93.15	93.15	92.27	92.70
PP	92.25	92.25	92.25	92.03
S1	91.20	91.20	91.91	90.75
S2	90.30	90.30	91.73
S3	88.35	89.25	91.55
S4	86.40	87.30	91.02

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.02	103.60	94.59
R3	101.47	99.05	93.34
R2	96.92	96.92	92.92
R1	94.50	94.50	92.51	93.44
PP	92.37	92.37	92.37	91.83
S1	89.95	89.95	91.67	88.89
S2	87.82	87.82	91.26
S3	83.27	85.40	90.84
S4	78.72	80.85	89.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.78	90.23	4.55	4.9%	2.01	2.2%	41%	False	False	3,704
10	94.78	90.23	4.55	4.9%	1.71	1.9%	41%	False	False	4,647
20	101.54	90.23	11.31	12.3%	1.58	1.7%	16%	False	False	6,297

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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.60
2.618	98.42
1.618	96.47
1.000	95.26
0.618	94.52
HIGH	93.31
0.618	92.57
0.500	92.34
0.382	92.10
LOW	91.36
0.618	90.15
1.000	89.41
1.618	88.20
2.618	86.25
4.250	83.07

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	92.34	92.04
PP	92.25	92.00
S1	92.17	91.95

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

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