NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 23-Oct-2012

Day Change Summary
	Previous	Current
	22-Oct-2012	23-Oct-2012	Change	Change %	Previous Week
Open	92.50	91.33	-1.17	-1.3%	94.22
High	93.21	91.38	-1.83	-2.0%	95.26
Low	90.80	88.26	-2.54	-2.8%	92.35
Close	90.84	88.94	-1.90	-2.1%	92.48
Range	2.41	3.12	0.71	29.5%	2.91
ATR	1.74	1.84	0.10	5.7%	0.00
Volume	8,305	4,968	-3,337	-40.2%	33,039

Daily Pivots for day following 23-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.89	97.03	90.66
R3	95.77	93.91	89.80
R2	92.65	92.65	89.51
R1	90.79	90.79	89.23	90.16
PP	89.53	89.53	89.53	89.21
S1	87.67	87.67	88.65	87.04
S2	86.41	86.41	88.37
S3	83.29	84.55	88.08
S4	80.17	81.43	87.22

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.09	100.20	94.08
R3	99.18	97.29	93.28
R2	96.27	96.27	93.01
R1	94.38	94.38	92.75	93.87
PP	93.36	93.36	93.36	93.11
S1	91.47	91.47	92.21	90.96
S2	90.45	90.45	91.95
S3	87.54	88.56	91.68
S4	84.63	85.65	90.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.26	88.26	7.00	7.9%	2.12	2.4%	10%	False	True	7,137
10	95.57	88.26	7.31	8.2%	1.70	1.9%	9%	False	True	7,362
20	95.57	88.26	7.31	8.2%	1.76	2.0%	9%	False	True	5,953
40	101.54	88.26	13.28	14.9%	1.53	1.7%	5%	False	True	6,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	104.64
2.618	99.55
1.618	96.43
1.000	94.50
0.618	93.31
HIGH	91.38
0.618	90.19
0.500	89.82
0.382	89.45
LOW	88.26
0.618	86.33
1.000	85.14
1.618	83.21
2.618	80.09
4.250	75.00

Fisher Pivots for day following 23-Oct-2012
Pivot	1 day	3 day
R1	89.82	91.76
PP	89.53	90.82
S1	89.23	89.88

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

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