NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	91.21	89.70	-1.51	-1.7%	93.66
High	91.21	89.93	-1.28	-1.4%	95.50
Low	88.31	87.61	-0.70	-0.8%	92.52
Close	89.15	88.26	-0.89	-1.0%	92.65
Range	2.90	2.32	-0.58	-20.0%	2.98
ATR	2.09	2.11	0.02	0.8%	0.00
Volume	17,659	26,950	9,291	52.6%	119,548

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.56	94.23	89.54
R3	93.24	91.91	88.90
R2	90.92	90.92	88.69
R1	89.59	89.59	88.47	89.10
PP	88.60	88.60	88.60	88.35
S1	87.27	87.27	88.05	86.78
S2	86.28	86.28	87.83
S3	83.96	84.95	87.62
S4	81.64	82.63	86.98

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.50	100.55	94.29
R3	99.52	97.57	93.47
R2	96.54	96.54	93.20
R1	94.59	94.59	92.92	94.08
PP	93.56	93.56	93.56	93.30
S1	91.61	91.61	92.38	91.10
S2	90.58	90.58	92.10
S3	87.60	88.63	91.83
S4	84.62	85.65	91.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.50	87.61	7.89	8.9%	2.45	2.8%	8%	False	True	23,074
10	95.50	87.61	7.89	8.9%	1.90	2.1%	8%	False	True	23,975
20	95.69	87.61	8.08	9.2%	2.08	2.4%	8%	False	True	23,371

Crabel Price Patterns
NR	True
NR4	True
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	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.79
2.618	96.00
1.618	93.68
1.000	92.25
0.618	91.36
HIGH	89.93
0.618	89.04
0.500	88.77
0.382	88.50
LOW	87.61
0.618	86.18
1.000	85.29
1.618	83.86
2.618	81.54
4.250	77.75

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	88.77	90.52
PP	88.60	89.76
S1	88.43	89.01

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

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