NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	104.10	104.93	0.83	0.8%	103.82
High	105.00	105.16	0.16	0.2%	105.00
Low	103.74	103.88	0.14	0.1%	101.82
Close	104.93	104.87	-0.06	-0.1%	104.93
Range	1.26	1.28	0.02	1.6%	3.18
ATR	1.88	1.84	-0.04	-2.3%	0.00
Volume	160,310	191,215	30,905	19.3%	983,763

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.48	107.95	105.57
R3	107.20	106.67	105.22
R2	105.92	105.92	105.10
R1	105.39	105.39	104.99	105.02
PP	104.64	104.64	104.64	104.45
S1	104.11	104.11	104.75	103.74
S2	103.36	103.36	104.64
S3	102.08	102.83	104.52
S4	100.80	101.55	104.17

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.46	112.37	106.68
R3	110.28	109.19	105.80
R2	107.10	107.10	105.51
R1	106.01	106.01	105.22	106.56
PP	103.92	103.92	103.92	104.19
S1	102.83	102.83	104.64	103.38
S2	100.74	100.74	104.35
S3	97.56	99.65	104.06
S4	94.38	96.47	103.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.16	102.79	2.37	2.3%	1.28	1.2%	88%	True	False	195,142
10	105.50	101.82	3.68	3.5%	1.65	1.6%	83%	False	False	194,110
20	105.99	101.22	4.77	4.5%	1.87	1.8%	77%	False	False	146,733
40	109.13	101.22	7.91	7.5%	1.95	1.9%	46%	False	False	109,679
60	111.30	97.45	13.85	13.2%	2.00	1.9%	54%	False	False	101,273
80	111.30	96.67	14.63	14.0%	2.05	2.0%	56%	False	False	87,648
100	111.30	93.40	17.90	17.1%	2.09	2.0%	64%	False	False	75,424
120	111.30	93.19	18.11	17.3%	2.14	2.0%	64%	False	False	68,545

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110.60
2.618	108.51
1.618	107.23
1.000	106.44
0.618	105.95
HIGH	105.16
0.618	104.67
0.500	104.52
0.382	104.37
LOW	103.88
0.618	103.09
1.000	102.60
1.618	101.81
2.618	100.53
4.250	98.44

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	104.75	104.73
PP	104.64	104.59
S1	104.52	104.45

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

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