NYMEX Light Sweet Crude Oil Future June 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	90.40	93.42	3.02	3.3%	93.98
High	93.71	93.64	-0.07	-0.1%	95.13
Low	90.24	91.28	1.04	1.2%	90.00
Close	93.64	92.24	-1.40	-1.5%	92.24
Range	3.47	2.36	-1.11	-32.0%	5.13
ATR	2.19	2.20	0.01	0.6%	0.00
Volume	36,320	26,707	-9,613	-26.5%	103,245

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.47	98.21	93.54
R3	97.11	95.85	92.89
R2	94.75	94.75	92.67
R1	93.49	93.49	92.46	92.94
PP	92.39	92.39	92.39	92.11
S1	91.13	91.13	92.02	90.58
S2	90.03	90.03	91.81
S3	87.67	88.77	91.59
S4	85.31	86.41	90.94

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.85	105.17	95.06
R3	102.72	100.04	93.65
R2	97.59	97.59	93.18
R1	94.91	94.91	92.71	93.69
PP	92.46	92.46	92.46	91.84
S1	89.78	89.78	91.77	88.56
S2	87.33	87.33	91.30
S3	82.20	84.65	90.83
S4	77.07	79.52	89.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.13	90.00	5.13	5.6%	2.51	2.7%	44%	False	False	20,649
10	95.13	90.00	5.13	5.6%	2.10	2.3%	44%	False	False	21,485
20	101.40	90.00	11.40	12.4%	2.07	2.2%	20%	False	False	24,129

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	0.34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.67
2.618	99.82
1.618	97.46
1.000	96.00
0.618	95.10
HIGH	93.64
0.618	92.74
0.500	92.46
0.382	92.18
LOW	91.28
0.618	89.82
1.000	88.92
1.618	87.46
2.618	85.10
4.250	81.25

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	92.46	92.11
PP	92.39	91.98
S1	92.31	91.86

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

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