NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	84.32	86.33	2.01	2.4%	87.94
High	86.07	86.33	0.26	0.3%	88.02
Low	84.15	85.34	1.19	1.4%	83.43
Close	85.66	85.88	0.22	0.3%	85.88
Range	1.92	0.99	-0.93	-48.4%	4.59
ATR	2.13	2.05	-0.08	-3.8%	0.00
Volume	5,419	6,448	1,029	19.0%	40,310

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.82	88.34	86.42
R3	87.83	87.35	86.15
R2	86.84	86.84	86.06
R1	86.36	86.36	85.97	86.11
PP	85.85	85.85	85.85	85.72
S1	85.37	85.37	85.79	85.12
S2	84.86	84.86	85.70
S3	83.87	84.38	85.61
S4	82.88	83.39	85.34

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.55	97.30	88.40
R3	94.96	92.71	87.14
R2	90.37	90.37	86.72
R1	88.12	88.12	86.30	86.95
PP	85.78	85.78	85.78	85.19
S1	83.53	83.53	85.46	82.36
S2	81.19	81.19	85.04
S3	76.60	78.94	84.62
S4	72.01	74.35	83.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.02	83.43	4.59	5.3%	2.18	2.5%	53%	False	False	8,062
10	88.54	83.11	5.43	6.3%	2.19	2.5%	51%	False	False	8,492
20	94.30	83.11	11.19	13.0%	1.98	2.3%	25%	False	False	6,570
40	107.14	83.11	24.03	28.0%	1.76	2.0%	12%	False	False	5,806

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.44
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	90.54
2.618	88.92
1.618	87.93
1.000	87.32
0.618	86.94
HIGH	86.33
0.618	85.95
0.500	85.84
0.382	85.72
LOW	85.34
0.618	84.73
1.000	84.35
1.618	83.74
2.618	82.75
4.250	81.13

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	85.87	85.67
PP	85.85	85.45
S1	85.84	85.24

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

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