NYMEX Light Sweet Crude Oil Future August 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	91.48	90.90	-0.58	-0.6%	89.79
High	91.48	91.07	-0.41	-0.4%	92.33
Low	91.02	90.90	-0.12	-0.1%	89.70
Close	91.08	91.07	-0.01	0.0%	91.08
Range	0.46	0.17	-0.29	-63.0%	2.63
ATR	1.01	0.95	-0.06	-5.9%	0.00
Volume	4,402	3,206	-1,196	-27.2%	19,039

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.52	91.47	91.16
R3	91.35	91.30	91.12
R2	91.18	91.18	91.10
R1	91.13	91.13	91.09	91.16
PP	91.01	91.01	91.01	91.03
S1	90.96	90.96	91.05	90.99
S2	90.84	90.84	91.04
S3	90.67	90.79	91.02
S4	90.50	90.62	90.98

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.93	97.63	92.53
R3	96.30	95.00	91.80
R2	93.67	93.67	91.56
R1	92.37	92.37	91.32	93.02
PP	91.04	91.04	91.04	91.36
S1	89.74	89.74	90.84	90.39
S2	88.41	88.41	90.60
S3	85.78	87.11	90.36
S4	83.15	84.48	89.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.33	90.30	2.03	2.2%	0.56	0.6%	38%	False	False	3,369
10	92.33	88.72	3.61	4.0%	0.58	0.6%	65%	False	False	4,340
20	92.94	88.72	4.22	4.6%	0.71	0.8%	56%	False	False	3,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	91.79
2.618	91.52
1.618	91.35
1.000	91.24
0.618	91.18
HIGH	91.07
0.618	91.01
0.500	90.99
0.382	90.96
LOW	90.90
0.618	90.79
1.000	90.73
1.618	90.62
2.618	90.45
4.250	90.18

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	91.04	91.62
PP	91.01	91.43
S1	90.99	91.25

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

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