NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 18-Apr-2012

Day Change Summary
	Previous	Current
	17-Apr-2012	18-Apr-2012	Change	Change %	Previous Week
Open	103.61	104.69	1.08	1.0%	102.99
High	105.50	104.94	-0.56	-0.5%	104.69
Low	103.10	102.63	-0.47	-0.5%	101.22
Close	104.64	103.12	-1.52	-1.5%	103.32
Range	2.40	2.31	-0.09	-3.8%	3.47
ATR	2.13	2.15	0.01	0.6%	0.00
Volume	147,815	173,435	25,620	17.3%	547,264

Daily Pivots for day following 18-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.49	109.12	104.39
R3	108.18	106.81	103.76
R2	105.87	105.87	103.54
R1	104.50	104.50	103.33	104.03
PP	103.56	103.56	103.56	103.33
S1	102.19	102.19	102.91	101.72
S2	101.25	101.25	102.70
S3	98.94	99.88	102.48
S4	96.63	97.57	101.85

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.49	111.87	105.23
R3	110.02	108.40	104.27
R2	106.55	106.55	103.96
R1	104.93	104.93	103.64	105.74
PP	103.08	103.08	103.08	103.48
S1	101.46	101.46	103.00	102.27
S2	99.61	99.61	102.68
S3	96.14	97.99	102.37
S4	92.67	94.52	101.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.50	102.28	3.22	3.1%	1.87	1.8%	26%	False	False	144,517
10	105.50	101.22	4.28	4.2%	2.06	2.0%	44%	False	False	117,754
20	108.75	101.22	7.53	7.3%	2.11	2.0%	25%	False	False	94,512
40	111.30	101.22	10.08	9.8%	2.16	2.1%	19%	False	False	86,958
60	111.30	96.67	14.63	14.2%	2.08	2.0%	44%	False	False	80,403
80	111.30	96.67	14.63	14.2%	2.08	2.0%	44%	False	False	69,797
100	111.30	93.40	17.90	17.4%	2.15	2.1%	54%	False	False	61,884
120	111.30	88.43	22.87	22.2%	2.22	2.1%	64%	False	False	57,187

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.76
2.618	110.99
1.618	108.68
1.000	107.25
0.618	106.37
HIGH	104.94
0.618	104.06
0.500	103.79
0.382	103.51
LOW	102.63
0.618	101.20
1.000	100.32
1.618	98.89
2.618	96.58
4.250	92.81

Fisher Pivots for day following 18-Apr-2012
Pivot	1 day	3 day
R1	103.79	103.89
PP	103.56	103.63
S1	103.34	103.38

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

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