NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 20-Mar-2013

Day Change Summary
	Previous	Current
	19-Mar-2013	20-Mar-2013	Change	Change %	Previous Week
Open	94.56	93.38	-1.18	-1.2%	92.78
High	94.72	94.02	-0.70	-0.7%	94.38
Low	92.89	93.00	0.11	0.1%	92.09
Close	92.98	93.95	0.97	1.0%	94.19
Range	1.83	1.02	-0.81	-44.3%	2.29
ATR	1.33	1.31	-0.02	-1.6%	0.00
Volume	10,663	17,778	7,115	66.7%	87,859

Daily Pivots for day following 20-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.72	96.35	94.51
R3	95.70	95.33	94.23
R2	94.68	94.68	94.14
R1	94.31	94.31	94.04	94.50
PP	93.66	93.66	93.66	93.75
S1	93.29	93.29	93.86	93.48
S2	92.64	92.64	93.76
S3	91.62	92.27	93.67
S4	90.60	91.25	93.39

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%	1.30	1.4%	63%	False	False	17,070
10	94.72	91.63	3.09	3.3%	1.27	1.3%	75%	False	False	17,283
20	96.00	90.74	5.26	5.6%	1.30	1.4%	61%	False	False	15,123
40	99.98	90.74	9.24	9.8%	1.28	1.4%	35%	False	False	15,745
60	99.98	90.74	9.24	9.8%	1.14	1.2%	35%	False	False	12,594
80	99.98	88.72	11.26	12.0%	1.03	1.1%	46%	False	False	10,288

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.36
2.618	96.69
1.618	95.67
1.000	95.04
0.618	94.65
HIGH	94.02
0.618	93.63
0.500	93.51
0.382	93.39
LOW	93.00
0.618	92.37
1.000	91.98
1.618	91.35
2.618	90.33
4.250	88.67

Fisher Pivots for day following 20-Mar-2013
Pivot	1 day	3 day
R1	93.80	93.86
PP	93.66	93.77
S1	93.51	93.68

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

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