NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	94.22	94.25	0.03	0.0%	91.25
High	94.33	94.75	0.42	0.4%	95.57
Low	92.48	94.00	1.52	1.6%	90.78
Close	94.32	94.43	0.11	0.1%	94.21
Range	1.85	0.75	-1.10	-59.5%	4.79
ATR	1.74	1.67	-0.07	-4.1%	0.00
Volume	4,815	5,809	994	20.6%	41,919

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.64	96.29	94.84
R3	95.89	95.54	94.64
R2	95.14	95.14	94.57
R1	94.79	94.79	94.50	94.97
PP	94.39	94.39	94.39	94.48
S1	94.04	94.04	94.36	94.22
S2	93.64	93.64	94.29
S3	92.89	93.29	94.22
S4	92.14	92.54	94.02

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	92.48	3.09	3.3%	1.28	1.4%	63%	False	False	7,586
10	95.57	90.23	5.34	5.7%	1.83	1.9%	79%	False	False	6,725
20	97.20	90.23	6.97	7.4%	1.65	1.8%	60%	False	False	5,787
40	101.54	90.23	11.31	12.0%	1.42	1.5%	37%	False	False	6,009

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.94
2.618	96.71
1.618	95.96
1.000	95.50
0.618	95.21
HIGH	94.75
0.618	94.46
0.500	94.38
0.382	94.29
LOW	94.00
0.618	93.54
1.000	93.25
1.618	92.79
2.618	92.04
4.250	90.81

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	94.41	94.16
PP	94.39	93.89
S1	94.38	93.63

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

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