I have also added Kelvin's instructions of how to upload/embedd your video to your report. Again, it may seem a little complicated, but after a few goes is quite easy.
Click "Share" option of your YouTube video.
PS: As Kelvin said, you video MUST be uploaded to youtube AND NOT BE PRIVATE. It can be either 'public' or 'unlisted'.
Click Embed, and copy the link
Now, post a new message/report. Click "Source" button at the editor.
Paste the link you just copied from youtube
Once you have pasted the link, click "Source" button again. You shoul dsee a rectanglar box iFRAME. At this stage, you cannot view your video just yet.
You are now ready to post your message. Your YouTube video will appear (embedded)