NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 07-Jan-2013

Day Change Summary
	Previous	Current
	04-Jan-2013	07-Jan-2013	Change	Change %	Previous Week
Open	94.20	94.18	-0.02	0.0%	92.39
High	94.51	94.64	0.13	0.1%	95.38
Low	93.05	93.78	0.73	0.8%	91.77
Close	94.40	94.54	0.14	0.1%	94.40
Range	1.46	0.86	-0.60	-41.1%	3.61
ATR	1.47	1.43	-0.04	-3.0%	0.00
Volume	32,692	47,323	14,631	44.8%	114,943

Daily Pivots for day following 07-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.90	96.58	95.01
R3	96.04	95.72	94.78
R2	95.18	95.18	94.70
R1	94.86	94.86	94.62	95.02
PP	94.32	94.32	94.32	94.40
S1	94.00	94.00	94.46	94.16
S2	93.46	93.46	94.38
S3	92.60	93.14	94.30
S4	91.74	92.28	94.07

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.68	103.15	96.39
R3	101.07	99.54	95.39
R2	97.46	97.46	95.06
R1	95.93	95.93	94.73	96.70
PP	93.85	93.85	93.85	94.23
S1	92.32	92.32	94.07	93.09
S2	90.24	90.24	93.74
S3	86.63	88.71	93.41
S4	83.02	85.10	92.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.38	91.77	3.61	3.8%	1.38	1.5%	77%	False	False	32,453
10	95.38	90.06	5.32	5.6%	1.37	1.4%	84%	False	False	26,484
20	95.38	88.00	7.38	7.8%	1.26	1.3%	89%	False	False	30,338
40	95.38	87.38	8.00	8.5%	1.46	1.5%	90%	False	False	27,985
60	95.50	87.22	8.28	8.8%	1.61	1.7%	88%	False	False	26,348
80	101.40	87.22	14.18	15.0%	1.77	1.9%	52%	False	False	26,064

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	False
Stretch	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.30
2.618	96.89
1.618	96.03
1.000	95.50
0.618	95.17
HIGH	94.64
0.618	94.31
0.500	94.21
0.382	94.11
LOW	93.78
0.618	93.25
1.000	92.92
1.618	92.39
2.618	91.53
4.250	90.13

Fisher Pivots for day following 07-Jan-2013
Pivot	1 day	3 day
R1	94.43	94.32
PP	94.32	94.10
S1	94.21	93.88

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

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