NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 28-Dec-2012

Day Change Summary
	Previous	Current
	27-Dec-2012	28-Dec-2012	Change	Change %	Previous Week
Open	92.33	92.85	0.52	0.6%	90.38
High	92.84	92.92	0.08	0.1%	92.92
Low	91.57	92.01	0.44	0.5%	89.92
Close	92.39	92.27	-0.12	-0.1%	92.27
Range	1.27	0.91	-0.36	-28.3%	3.00
ATR	1.46	1.42	-0.04	-2.7%	0.00
Volume	19,080	15,139	-3,941	-20.7%	51,953

Daily Pivots for day following 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.13	94.61	92.77
R3	94.22	93.70	92.52
R2	93.31	93.31	92.44
R1	92.79	92.79	92.35	92.60
PP	92.40	92.40	92.40	92.30
S1	91.88	91.88	92.19	91.69
S2	91.49	91.49	92.10
S3	90.58	90.97	92.02
S4	89.67	90.06	91.77

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.70	99.49	93.92
R3	97.70	96.49	93.10
R2	94.70	94.70	92.82
R1	93.49	93.49	92.55	94.10
PP	91.70	91.70	91.70	92.01
S1	90.49	90.49	92.00	91.10
S2	88.70	88.70	91.72
S3	85.70	87.49	91.45
S4	82.70	84.49	90.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.92	89.65	3.27	3.5%	1.30	1.4%	80%	True	False	14,046
10	92.92	88.32	4.60	5.0%	1.21	1.3%	86%	True	False	17,795
20	92.92	87.62	5.30	5.7%	1.27	1.4%	88%	True	False	18,064
40	92.92	86.95	5.97	6.5%	1.53	1.7%	89%	True	False	14,793
60	95.57	86.95	8.62	9.3%	1.58	1.7%	62%	False	False	12,255
80	101.54	86.95	14.59	15.8%	1.57	1.7%	36%	False	False	10,798

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	True
Stretch	0.16
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.79
2.618	95.30
1.618	94.39
1.000	93.83
0.618	93.48
HIGH	92.92
0.618	92.57
0.500	92.47
0.382	92.36
LOW	92.01
0.618	91.45
1.000	91.10
1.618	90.54
2.618	89.63
4.250	88.14

Fisher Pivots for day following 28-Dec-2012
Pivot	1 day	3 day
R1	92.47	92.11
PP	92.40	91.94
S1	92.34	91.78

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

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