NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 22-Mar-2013

Day Change Summary
	Previous	Current
	21-Mar-2013	22-Mar-2013	Change	Change %	Previous Week
Open	93.13	92.60	-0.53	-0.6%	92.92
High	93.36	93.54	0.18	0.2%	94.12
Low	92.09	92.56	0.47	0.5%	92.05
Close	92.56	93.49	0.93	1.0%	93.49
Range	1.27	0.98	-0.29	-22.8%	2.07
ATR	1.16	1.15	-0.01	-1.1%	0.00
Volume	5,291	4,807	-484	-9.1%	30,989

Daily Pivots for day following 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	96.14	95.79	94.03
R3	95.16	94.81	93.76
R2	94.18	94.18	93.67
R1	93.83	93.83	93.58	94.01
PP	93.20	93.20	93.20	93.28
S1	92.85	92.85	93.40	93.03
S2	92.22	92.22	93.31
S3	91.24	91.87	93.22
S4	90.26	90.89	92.95

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.43	98.53	94.63
R3	97.36	96.46	94.06
R2	95.29	95.29	93.87
R1	94.39	94.39	93.68	94.84
PP	93.22	93.22	93.22	93.45
S1	92.32	92.32	93.30	92.77
S2	91.15	91.15	93.11
S3	89.08	90.25	92.92
S4	87.01	88.18	92.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.12	92.05	2.07	2.2%	1.34	1.4%	70%	False	False	6,197
10	94.12	91.84	2.28	2.4%	1.14	1.2%	72%	False	False	6,525
20	95.35	90.65	4.70	5.0%	1.07	1.1%	60%	False	False	6,065
40	99.41	90.65	8.76	9.4%	1.02	1.1%	32%	False	False	7,061

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.71
2.618	96.11
1.618	95.13
1.000	94.52
0.618	94.15
HIGH	93.54
0.618	93.17
0.500	93.05
0.382	92.93
LOW	92.56
0.618	91.95
1.000	91.58
1.618	90.97
2.618	89.99
4.250	88.40

Fisher Pivots for day following 22-Mar-2013
Pivot	1 day	3 day
R1	93.34	93.27
PP	93.20	93.04
S1	93.05	92.82

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

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