NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 17-Jan-2013

Day Change Summary
	Previous	Current
	16-Jan-2013	17-Jan-2013	Change	Change %	Previous Week
Open	94.78	95.61	0.83	0.9%	94.31
High	95.50	96.81	1.31	1.4%	96.17
Low	94.68	95.61	0.93	1.0%	93.97
Close	95.45	96.63	1.18	1.2%	94.93
Range	0.82	1.20	0.38	46.3%	2.20
ATR	1.01	1.04	0.02	2.4%	0.00
Volume	7,587	10,304	2,717	35.8%	35,561

Daily Pivots for day following 17-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.95	99.49	97.29
R3	98.75	98.29	96.96
R2	97.55	97.55	96.85
R1	97.09	97.09	96.74	97.32
PP	96.35	96.35	96.35	96.47
S1	95.89	95.89	96.52	96.12
S2	95.15	95.15	96.41
S3	93.95	94.69	96.30
S4	92.75	93.49	95.97

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.62	100.48	96.14
R3	99.42	98.28	95.54
R2	97.22	97.22	95.33
R1	96.08	96.08	95.13	96.65
PP	95.02	95.02	95.02	95.31
S1	93.88	93.88	94.73	94.45
S2	92.82	92.82	94.53
S3	90.62	91.68	94.33
S4	88.42	89.48	93.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.81	94.27	2.54	2.6%	0.96	1.0%	93%	True	False	8,108
10	96.81	93.29	3.52	3.6%	0.95	1.0%	95%	True	False	7,333
20	96.81	90.88	5.93	6.1%	0.87	0.9%	97%	True	False	5,635
40	96.81	88.72	8.09	8.4%	0.80	0.8%	98%	True	False	4,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	101.91
2.618	99.95
1.618	98.75
1.000	98.01
0.618	97.55
HIGH	96.81
0.618	96.35
0.500	96.21
0.382	96.07
LOW	95.61
0.618	94.87
1.000	94.41
1.618	93.67
2.618	92.47
4.250	90.51

Fisher Pivots for day following 17-Jan-2013
Pivot	1 day	3 day
R1	96.49	96.33
PP	96.35	96.02
S1	96.21	95.72

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

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