NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 28-Mar-2013

Day Change Summary
	Previous	Current
	27-Mar-2013	28-Mar-2013	Change	Change %	Previous Week
Open	95.85	96.41	0.56	0.6%	92.92
High	96.32	96.91	0.59	0.6%	94.12
Low	95.34	96.00	0.66	0.7%	92.05
Close	96.23	96.88	0.65	0.7%	93.49
Range	0.98	0.91	-0.07	-7.1%	2.07
ATR	1.20	1.18	-0.02	-1.7%	0.00
Volume	13,549	9,818	-3,731	-27.5%	30,989

Daily Pivots for day following 28-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.33	99.01	97.38
R3	98.42	98.10	97.13
R2	97.51	97.51	97.05
R1	97.19	97.19	96.96	97.35
PP	96.60	96.60	96.60	96.68
S1	96.28	96.28	96.80	96.44
S2	95.69	95.69	96.71
S3	94.78	95.37	96.63
S4	93.87	94.46	96.38

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	96.91	92.56	4.35	4.5%	1.16	1.2%	99%	True	False	9,284
10	96.91	92.05	4.86	5.0%	1.22	1.3%	99%	True	False	7,630
20	96.91	90.65	6.26	6.5%	1.09	1.1%	100%	True	False	7,122
40	99.41	90.65	8.76	9.0%	1.07	1.1%	71%	False	False	7,553

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.25
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	100.78
2.618	99.29
1.618	98.38
1.000	97.82
0.618	97.47
HIGH	96.91
0.618	96.56
0.500	96.46
0.382	96.35
LOW	96.00
0.618	95.44
1.000	95.09
1.618	94.53
2.618	93.62
4.250	92.13

Fisher Pivots for day following 28-Mar-2013
Pivot	1 day	3 day
R1	96.74	96.48
PP	96.60	96.09
S1	96.46	95.69

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

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