NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	102.73	102.57	-0.16	-0.2%	102.80
High	103.21	104.27	1.06	1.0%	105.07
Low	101.67	102.45	0.78	0.8%	101.67
Close	102.27	103.05	0.78	0.8%	103.05
Range	1.54	1.82	0.28	18.2%	3.40
ATR	2.13	2.12	-0.01	-0.4%	0.00
Volume	62,556	23,577	-38,979	-62.3%	749,210

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.72	107.70	104.05
R3	106.90	105.88	103.55
R2	105.08	105.08	103.38
R1	104.06	104.06	103.22	104.57
PP	103.26	103.26	103.26	103.51
S1	102.24	102.24	102.88	102.75
S2	101.44	101.44	102.72
S3	99.62	100.42	102.55
S4	97.80	98.60	102.05

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.46	111.66	104.92
R3	110.06	108.26	103.99
R2	106.66	106.66	103.67
R1	104.86	104.86	103.36	105.76
PP	103.26	103.26	103.26	103.72
S1	101.46	101.46	102.74	102.36
S2	99.86	99.86	102.43
S3	96.46	98.06	102.12
S4	93.06	94.66	101.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.07	101.67	3.40	3.3%	1.93	1.9%	41%	False	False	149,842
10	105.07	100.68	4.39	4.3%	1.92	1.9%	54%	False	False	190,409
20	108.25	100.68	7.57	7.3%	2.09	2.0%	31%	False	False	214,956
40	110.95	100.68	10.27	10.0%	2.18	2.1%	23%	False	False	171,912
60	110.95	96.26	14.69	14.3%	2.12	2.1%	46%	False	False	136,851
80	110.95	96.26	14.69	14.3%	2.14	2.1%	46%	False	False	109,925
100	110.95	93.52	17.43	16.9%	2.16	2.1%	55%	False	False	91,277
120	110.95	88.58	22.37	21.7%	2.15	2.1%	65%	False	False	78,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.01
2.618	109.03
1.618	107.21
1.000	106.09
0.618	105.39
HIGH	104.27
0.618	103.57
0.500	103.36
0.382	103.15
LOW	102.45
0.618	101.33
1.000	100.63
1.618	99.51
2.618	97.69
4.250	94.72

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	103.36	103.09
PP	103.26	103.08
S1	103.15	103.06

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

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