NYMEX Light Sweet Crude Oil Future June 2013

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

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	91.92	90.65	-1.27	-1.4%	89.76
High	91.92	90.78	-1.14	-1.2%	92.31
Low	90.06	90.23	0.17	0.2%	89.13
Close	90.71	90.67	-0.04	0.0%	90.71
Range	1.86	0.55	-1.31	-70.4%	3.18
ATR	1.52	1.45	-0.07	-4.6%	0.00
Volume	25,498	21,565	-3,933	-15.4%	190,708

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.21	91.99	90.97
R3	91.66	91.44	90.82
R2	91.11	91.11	90.77
R1	90.89	90.89	90.72	91.00
PP	90.56	90.56	90.56	90.62
S1	90.34	90.34	90.62	90.45
S2	90.01	90.01	90.57
S3	89.46	89.79	90.52
S4	88.91	89.24	90.37

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.26	98.66	92.46
R3	97.08	95.48	91.58
R2	93.90	93.90	91.29
R1	92.30	92.30	91.00	93.10
PP	90.72	90.72	90.72	91.12
S1	89.12	89.12	90.42	89.92
S2	87.54	87.54	90.13
S3	84.36	85.94	89.84
S4	81.18	82.76	88.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.31	89.60	2.71	3.0%	1.25	1.4%	39%	False	False	28,723
10	92.31	88.00	4.31	4.8%	1.15	1.3%	62%	False	False	32,849
20	92.73	88.00	4.73	5.2%	1.35	1.5%	56%	False	False	29,688
40	92.73	87.22	5.51	6.1%	1.59	1.8%	63%	False	False	26,861
60	95.69	87.22	8.47	9.3%	1.74	1.9%	41%	False	False	25,831

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	93.12
2.618	92.22
1.618	91.67
1.000	91.33
0.618	91.12
HIGH	90.78
0.618	90.57
0.500	90.51
0.382	90.44
LOW	90.23
0.618	89.89
1.000	89.68
1.618	89.34
2.618	88.79
4.250	87.89

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	90.62	91.19
PP	90.56	91.01
S1	90.51	90.84

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

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