NYMEX Light Sweet Crude Oil Future June 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	103.21	103.06	-0.15	-0.1%	103.23
High	103.66	104.68	1.02	1.0%	105.50
Low	102.13	102.86	0.73	0.7%	102.13
Close	102.72	103.88	1.16	1.1%	103.88
Range	1.53	1.82	0.29	19.0%	3.37
ATR	2.10	2.09	-0.01	-0.5%	0.00
Volume	231,149	213,723	-17,426	-7.5%	895,733

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.27	108.39	104.88
R3	107.45	106.57	104.38
R2	105.63	105.63	104.21
R1	104.75	104.75	104.05	105.19
PP	103.81	103.81	103.81	104.03
S1	102.93	102.93	103.71	103.37
S2	101.99	101.99	103.55
S3	100.17	101.11	103.38
S4	98.35	99.29	102.88

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.95	112.28	105.73
R3	110.58	108.91	104.81
R2	107.21	107.21	104.50
R1	105.54	105.54	104.19	106.38
PP	103.84	103.84	103.84	104.25
S1	102.17	102.17	103.57	103.01
S2	100.47	100.47	103.26
S3	97.10	98.80	102.95
S4	93.73	95.43	102.03

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	3.2%	1.92	1.9%	52%	False	False	179,146
10	105.50	101.22	4.28	4.1%	1.90	1.8%	62%	False	False	144,299
20	108.75	101.22	7.53	7.2%	2.07	2.0%	35%	False	False	108,249
40	111.30	101.22	10.08	9.7%	2.14	2.1%	26%	False	False	94,388
60	111.30	96.67	14.63	14.1%	2.07	2.0%	49%	False	False	86,512
80	111.30	96.67	14.63	14.1%	2.10	2.0%	49%	False	False	74,746
100	111.30	93.40	17.90	17.2%	2.14	2.1%	59%	False	False	65,691
120	111.30	88.43	22.87	22.0%	2.19	2.1%	68%	False	False	60,044

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.42
2.618	109.44
1.618	107.62
1.000	106.50
0.618	105.80
HIGH	104.68
0.618	103.98
0.500	103.77
0.382	103.56
LOW	102.86
0.618	101.74
1.000	101.04
1.618	99.92
2.618	98.10
4.250	95.13

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	103.84	103.77
PP	103.81	103.65
S1	103.77	103.54

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

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