NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 26-Mar-2013

Day Change Summary
	Previous	Current
	25-Mar-2013	26-Mar-2013	Change	Change %	Previous Week
Open	94.00	95.19	1.19	1.3%	93.52
High	95.57	96.47	0.90	0.9%	94.53
Low	94.00	95.06	1.06	1.1%	92.32
Close	94.96	96.40	1.44	1.5%	93.84
Range	1.57	1.41	-0.16	-10.2%	2.21
ATR	1.31	1.32	0.01	1.1%	0.00
Volume	15,078	23,849	8,771	58.2%	79,589

Daily Pivots for day following 26-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.21	99.71	97.18
R3	98.80	98.30	96.79
R2	97.39	97.39	96.66
R1	96.89	96.89	96.53	97.14
PP	95.98	95.98	95.98	96.10
S1	95.48	95.48	96.27	95.73
S2	94.57	94.57	96.14
S3	93.16	94.07	96.01
S4	91.75	92.66	95.62

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.19	99.23	95.06
R3	97.98	97.02	94.45
R2	95.77	95.77	94.25
R1	94.81	94.81	94.04	95.29
PP	93.56	93.56	93.56	93.81
S1	92.60	92.60	93.64	93.08
S2	91.35	91.35	93.43
S3	89.14	90.39	93.23
S4	86.93	88.18	92.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.47	92.32	4.15	4.3%	1.30	1.4%	98%	True	False	17,286
10	96.47	92.32	4.15	4.3%	1.34	1.4%	98%	True	False	18,181
20	96.47	90.90	5.57	5.8%	1.26	1.3%	99%	True	False	15,887
40	99.69	90.90	8.79	9.1%	1.25	1.3%	63%	False	False	16,988
60	99.69	90.90	8.79	9.1%	1.14	1.2%	63%	False	False	14,780

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	102.46
2.618	100.16
1.618	98.75
1.000	97.88
0.618	97.34
HIGH	96.47
0.618	95.93
0.500	95.77
0.382	95.60
LOW	95.06
0.618	94.19
1.000	93.65
1.618	92.78
2.618	91.37
4.250	89.07

Fisher Pivots for day following 26-Mar-2013
Pivot	1 day	3 day
R1	96.19	95.82
PP	95.98	95.24
S1	95.77	94.66

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

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