NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	92.86	93.58	0.72	0.8%	92.63
High	93.63	94.15	0.52	0.6%	94.18
Low	92.60	93.50	0.90	1.0%	92.04
Close	93.49	93.98	0.49	0.5%	93.98
Range	1.03	0.65	-0.38	-36.9%	2.14
ATR	1.24	1.20	-0.04	-3.3%	0.00
Volume	24,254	10,423	-13,831	-57.0%	91,026

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	95.83	95.55	94.34
R3	95.18	94.90	94.16
R2	94.53	94.53	94.10
R1	94.25	94.25	94.04	94.39
PP	93.88	93.88	93.88	93.95
S1	93.60	93.60	93.92	93.74
S2	93.23	93.23	93.86
S3	92.58	92.95	93.80
S4	91.93	92.30	93.62

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.82	99.04	95.16
R3	97.68	96.90	94.57
R2	95.54	95.54	94.37
R1	94.76	94.76	94.18	95.15
PP	93.40	93.40	93.40	93.60
S1	92.62	92.62	93.78	93.01
S2	91.26	91.26	93.59
S3	89.12	90.48	93.39
S4	86.98	88.34	92.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.18	92.04	2.14	2.3%	1.15	1.2%	91%	False	False	18,205
10	94.18	90.90	3.28	3.5%	1.13	1.2%	94%	False	False	16,600
20	99.21	90.90	8.31	8.8%	1.30	1.4%	37%	False	False	14,528
40	99.69	90.90	8.79	9.4%	1.16	1.2%	35%	False	False	16,473
60	99.69	90.03	9.66	10.3%	1.09	1.2%	41%	False	False	13,221

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	96.91
2.618	95.85
1.618	95.20
1.000	94.80
0.618	94.55
HIGH	94.15
0.618	93.90
0.500	93.83
0.382	93.75
LOW	93.50
0.618	93.10
1.000	92.85
1.618	92.45
2.618	91.80
4.250	90.74

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	93.93	93.75
PP	93.88	93.52
S1	93.83	93.30

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

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