NYMEX Light Sweet Crude Oil Future September 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	94.29	92.77	-1.52	-1.6%	92.63
High	94.53	93.82	-0.71	-0.8%	94.18
Low	92.69	92.77	0.08	0.1%	92.04
Close	92.77	93.75	0.98	1.1%	93.98
Range	1.84	1.05	-0.79	-42.9%	2.14
ATR	1.29	1.28	-0.02	-1.3%	0.00
Volume	14,034	17,297	3,263	23.3%	91,026

Daily Pivots for day following 20-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.60	96.22	94.33
R3	95.55	95.17	94.04
R2	94.50	94.50	93.94
R1	94.12	94.12	93.85	94.31
PP	93.45	93.45	93.45	93.54
S1	93.07	93.07	93.65	93.26
S2	92.40	92.40	93.56
S3	91.35	92.02	93.46
S4	90.30	90.97	93.17

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	94.53	92.42	2.11	2.3%	1.30	1.4%	63%	False	False	16,812
10	94.53	91.51	3.02	3.2%	1.27	1.4%	74%	False	False	18,506
20	95.85	90.90	4.95	5.3%	1.25	1.3%	58%	False	False	14,953
40	99.69	90.90	8.79	9.4%	1.22	1.3%	32%	False	False	16,738
60	99.69	90.68	9.01	9.6%	1.12	1.2%	34%	False	False	13,852

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.28
2.618	96.57
1.618	95.52
1.000	94.87
0.618	94.47
HIGH	93.82
0.618	93.42
0.500	93.30
0.382	93.17
LOW	92.77
0.618	92.12
1.000	91.72
1.618	91.07
2.618	90.02
4.250	88.31

Fisher Pivots for day following 20-Mar-2013
Pivot	1 day	3 day
R1	93.60	93.66
PP	93.45	93.57
S1	93.30	93.48

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

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