NYMEX Light Sweet Crude Oil Future November 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	93.20	94.15	0.95	1.0%	92.52
High	94.58	95.52	0.94	1.0%	93.69
Low	93.20	94.15	0.95	1.0%	91.73
Close	94.14	95.52	1.38	1.5%	93.07
Range	1.38	1.37	-0.01	-0.7%	1.96
ATR	1.13	1.14	0.02	1.6%	0.00
Volume	4,181	7,629	3,448	82.5%	22,133

Daily Pivots for day following 26-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.17	98.72	96.27
R3	97.80	97.35	95.90
R2	96.43	96.43	95.77
R1	95.98	95.98	95.65	96.21
PP	95.06	95.06	95.06	95.18
S1	94.61	94.61	95.39	94.84
S2	93.69	93.69	95.27
S3	92.32	93.24	95.14
S4	90.95	91.87	94.77

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.71	97.85	94.15
R3	96.75	95.89	93.61
R2	94.79	94.79	93.43
R1	93.93	93.93	93.25	94.36
PP	92.83	92.83	92.83	93.05
S1	91.97	91.97	92.89	92.40
S2	90.87	90.87	92.71
S3	88.91	90.01	92.53
S4	86.95	88.05	91.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.52	91.73	3.79	4.0%	1.16	1.2%	100%	True	False	4,911
10	95.52	91.73	3.79	4.0%	1.10	1.1%	100%	True	False	5,141
20	95.52	90.56	4.96	5.2%	1.03	1.1%	100%	True	False	4,929

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	0.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.34
2.618	99.11
1.618	97.74
1.000	96.89
0.618	96.37
HIGH	95.52
0.618	95.00
0.500	94.84
0.382	94.67
LOW	94.15
0.618	93.30
1.000	92.78
1.618	91.93
2.618	90.56
4.250	88.33

Fisher Pivots for day following 26-Mar-2013
Pivot	1 day	3 day
R1	95.29	94.95
PP	95.06	94.37
S1	94.84	93.80

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

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