NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 04-Mar-2013

Day Change Summary
	Previous	Current
	01-Mar-2013	04-Mar-2013	Change	Change %	Previous Week
Open	93.03	91.73	-1.30	-1.4%	94.51
High	93.05	92.14	-0.91	-1.0%	95.62
Low	91.39	91.00	-0.39	-0.4%	91.39
Close	92.02	91.47	-0.55	-0.6%	92.02
Range	1.66	1.14	-0.52	-31.3%	4.23
ATR	1.28	1.27	-0.01	-0.8%	0.00
Volume	10,754	12,366	1,612	15.0%	55,164

Daily Pivots for day following 04-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	94.96	94.35	92.10
R3	93.82	93.21	91.78
R2	92.68	92.68	91.68
R1	92.07	92.07	91.57	91.81
PP	91.54	91.54	91.54	91.40
S1	90.93	90.93	91.37	90.67
S2	90.40	90.40	91.26
S3	89.26	89.79	91.16
S4	88.12	88.65	90.84

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.70	103.09	94.35
R3	101.47	98.86	93.18
R2	97.24	97.24	92.80
R1	94.63	94.63	92.41	93.82
PP	93.01	93.01	93.01	92.61
S1	90.40	90.40	91.63	89.59
S2	88.78	88.78	91.24
S3	84.55	86.17	90.86
S4	80.32	81.94	89.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.31	91.00	3.31	3.6%	1.13	1.2%	14%	False	True	11,641
10	98.45	91.00	7.45	8.1%	1.40	1.5%	6%	False	True	12,223
20	99.69	91.00	8.69	9.5%	1.30	1.4%	5%	False	True	17,207
40	99.69	91.00	8.69	9.5%	1.10	1.2%	5%	False	True	14,870

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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.99
2.618	95.12
1.618	93.98
1.000	93.28
0.618	92.84
HIGH	92.14
0.618	91.70
0.500	91.57
0.382	91.44
LOW	91.00
0.618	90.30
1.000	89.86
1.618	89.16
2.618	88.02
4.250	86.16

Fisher Pivots for day following 04-Mar-2013
Pivot	1 day	3 day
R1	91.57	92.53
PP	91.54	92.17
S1	91.50	91.82

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

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