NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 19-Mar-2013

Day Change Summary
	Previous	Current
	18-Mar-2013	19-Mar-2013	Change	Change %	Previous Week
Open	93.50	94.56	1.06	1.1%	92.78
High	94.55	94.72	0.17	0.2%	94.38
Low	92.63	92.89	0.26	0.3%	92.09
Close	94.44	92.98	-1.46	-1.5%	94.19
Range	1.92	1.83	-0.09	-4.7%	2.29
ATR	1.29	1.33	0.04	3.0%	0.00
Volume	17,557	10,663	-6,894	-39.3%	87,859

Daily Pivots for day following 19-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.02	97.83	93.99
R3	97.19	96.00	93.48
R2	95.36	95.36	93.32
R1	94.17	94.17	93.15	93.85
PP	93.53	93.53	93.53	93.37
S1	92.34	92.34	92.81	92.02
S2	91.70	91.70	92.64
S3	89.87	90.51	92.48
S4	88.04	88.68	91.97

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.42	99.60	95.45
R3	98.13	97.31	94.82
R2	95.84	95.84	94.61
R1	95.02	95.02	94.40	95.43
PP	93.55	93.55	93.55	93.76
S1	92.73	92.73	93.98	93.14
S2	91.26	91.26	93.77
S3	88.97	90.44	93.56
S4	86.68	88.15	92.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.72	92.63	2.09	2.2%	1.34	1.4%	17%	True	False	17,506
10	94.72	90.94	3.78	4.1%	1.27	1.4%	54%	True	False	16,750
20	98.65	90.74	7.91	8.5%	1.39	1.5%	28%	False	False	14,800
40	99.98	90.74	9.24	9.9%	1.29	1.4%	24%	False	False	15,518
60	99.98	90.74	9.24	9.9%	1.14	1.2%	24%	False	False	12,383
80	99.98	88.72	11.26	12.1%	1.02	1.1%	38%	False	False	10,113

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	True
Bear Hook	False
Bull Hook	True
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.50
2.618	99.51
1.618	97.68
1.000	96.55
0.618	95.85
HIGH	94.72
0.618	94.02
0.500	93.81
0.382	93.59
LOW	92.89
0.618	91.76
1.000	91.06
1.618	89.93
2.618	88.10
4.250	85.11

Fisher Pivots for day following 19-Mar-2013
Pivot	1 day	3 day
R1	93.81	93.68
PP	93.53	93.44
S1	93.26	93.21

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

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