NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	94.00	94.77	0.77	0.8%	91.25
High	94.96	94.77	-0.19	-0.2%	95.57
Low	94.00	94.06	0.06	0.1%	90.78
Close	94.48	94.21	-0.27	-0.3%	94.21
Range	0.96	0.71	-0.25	-26.0%	4.79
ATR	1.81	1.73	-0.08	-4.3%	0.00
Volume	9,875	7,315	-2,560	-25.9%	41,919

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.48	96.05	94.60
R3	95.77	95.34	94.41
R2	95.06	95.06	94.34
R1	94.63	94.63	94.28	94.49
PP	94.35	94.35	94.35	94.28
S1	93.92	93.92	94.14	93.78
S2	93.64	93.64	94.08
S3	92.93	93.21	94.01
S4	92.22	92.50	93.82

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.89	105.84	96.84
R3	103.10	101.05	95.53
R2	98.31	98.31	95.09
R1	96.26	96.26	94.65	97.29
PP	93.52	93.52	93.52	94.03
S1	91.47	91.47	93.77	92.50
S2	88.73	88.73	93.33
S3	83.94	86.68	92.89
S4	79.15	81.89	91.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.57	90.78	4.79	5.1%	1.51	1.6%	72%	False	False	8,383
10	95.57	90.23	5.34	5.7%	1.76	1.9%	75%	False	False	6,044
20	100.76	90.23	10.53	11.2%	1.73	1.8%	38%	False	False	6,552
40	101.54	90.23	11.31	12.0%	1.39	1.5%	35%	False	False	5,913

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	97.79
2.618	96.63
1.618	95.92
1.000	95.48
0.618	95.21
HIGH	94.77
0.618	94.50
0.500	94.42
0.382	94.33
LOW	94.06
0.618	93.62
1.000	93.35
1.618	92.91
2.618	92.20
4.250	91.04

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	94.42	94.51
PP	94.35	94.41
S1	94.28	94.31

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

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