NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 05-Apr-2012

Day Change Summary
	Previous	Current
	04-Apr-2012	05-Apr-2012	Change	Change %	Previous Week
Open	104.09	101.96	-2.13	-2.0%	106.79
High	104.12	103.40	-0.72	-0.7%	107.73
Low	101.08	101.37	0.29	0.3%	102.13
Close	101.47	103.31	1.84	1.8%	103.02
Range	3.04	2.03	-1.01	-33.2%	5.60
ATR	2.30	2.28	-0.02	-0.8%	0.00
Volume	275,851	220,673	-55,178	-20.0%	1,165,298

Daily Pivots for day following 05-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.78	108.08	104.43
R3	106.75	106.05	103.87
R2	104.72	104.72	103.68
R1	104.02	104.02	103.50	104.37
PP	102.69	102.69	102.69	102.87
S1	101.99	101.99	103.12	102.34
S2	100.66	100.66	102.94
S3	98.63	99.96	102.75
S4	96.60	97.93	102.19

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	121.09	117.66	106.10
R3	115.49	112.06	104.56
R2	109.89	109.89	104.05
R1	106.46	106.46	103.53	105.38
PP	104.29	104.29	104.29	103.75
S1	100.86	100.86	102.51	99.78
S2	98.69	98.69	101.99
S3	93.09	95.26	101.48
S4	87.49	89.66	99.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.49	101.08	4.41	4.3%	2.29	2.2%	51%	False	False	241,289
10	108.25	101.08	7.17	6.9%	2.27	2.2%	31%	False	False	239,502
20	108.70	101.08	7.62	7.4%	2.18	2.1%	29%	False	False	205,535
40	110.95	98.38	12.57	12.2%	2.17	2.1%	39%	False	False	143,145
60	110.95	96.26	14.69	14.2%	2.21	2.1%	48%	False	False	111,537
80	110.95	93.52	17.43	16.9%	2.18	2.1%	56%	False	False	88,321
100	110.95	93.52	17.43	16.9%	2.20	2.1%	56%	False	False	73,656
120	110.95	84.95	26.00	25.2%	2.22	2.1%	71%	False	False	63,434

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.03
2.618	108.71
1.618	106.68
1.000	105.43
0.618	104.65
HIGH	103.40
0.618	102.62
0.500	102.39
0.382	102.15
LOW	101.37
0.618	100.12
1.000	99.34
1.618	98.09
2.618	96.06
4.250	92.74

Fisher Pivots for day following 05-Apr-2012
Pivot	1 day	3 day
R1	103.00	103.25
PP	102.69	103.19
S1	102.39	103.13

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

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