NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 19-Apr-2012

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	104.69	103.21	-1.48	-1.4%	102.99
High	104.94	103.66	-1.28	-1.2%	104.69
Low	102.63	102.13	-0.50	-0.5%	101.22
Close	103.12	102.72	-0.40	-0.4%	103.32
Range	2.31	1.53	-0.78	-33.8%	3.47
ATR	2.15	2.10	-0.04	-2.0%	0.00
Volume	173,435	231,149	57,714	33.3%	547,264

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.43	106.60	103.56
R3	105.90	105.07	103.14
R2	104.37	104.37	103.00
R1	103.54	103.54	102.86	103.19
PP	102.84	102.84	102.84	102.66
S1	102.01	102.01	102.58	101.66
S2	101.31	101.31	102.44
S3	99.78	100.48	102.30
S4	98.25	98.95	101.88

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	102.13	3.37	3.3%	1.81	1.8%	18%	False	True	165,458
10	105.50	101.22	4.28	4.2%	1.91	1.9%	35%	False	False	133,580
20	108.75	101.22	7.53	7.3%	2.11	2.1%	20%	False	False	101,023
40	111.30	101.22	10.08	9.8%	2.17	2.1%	15%	False	False	90,746
60	111.30	96.67	14.63	14.2%	2.08	2.0%	41%	False	False	83,665
80	111.30	96.67	14.63	14.2%	2.08	2.0%	41%	False	False	72,354
100	111.30	93.40	17.90	17.4%	2.14	2.1%	52%	False	False	63,839
120	111.30	88.43	22.87	22.3%	2.20	2.1%	62%	False	False	58,555

Crabel Price Patterns
NR	True
NR4	True
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	0.36
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110.16
2.618	107.67
1.618	106.14
1.000	105.19
0.618	104.61
HIGH	103.66
0.618	103.08
0.500	102.90
0.382	102.71
LOW	102.13
0.618	101.18
1.000	100.60
1.618	99.65
2.618	98.12
4.250	95.63

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	102.90	103.82
PP	102.84	103.45
S1	102.78	103.09

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

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