NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	105.98	105.39	-0.59	-0.6%	103.82
High	106.05	105.42	-0.63	-0.6%	105.00
Low	104.91	102.36	-2.55	-2.4%	101.82
Close	105.22	102.54	-2.68	-2.5%	104.93
Range	1.14	3.06	1.92	168.4%	3.18
ATR	1.81	1.90	0.09	4.9%	0.00
Volume	244,083	301,362	57,279	23.5%	983,763

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.62	110.64	104.22
R3	109.56	107.58	103.38
R2	106.50	106.50	103.10
R1	104.52	104.52	102.82	103.98
PP	103.44	103.44	103.44	103.17
S1	101.46	101.46	102.26	100.92
S2	100.38	100.38	101.98
S3	97.32	98.40	101.70
S4	94.26	95.34	100.86

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	106.43	102.36	4.07	4.0%	1.76	1.7%	4%	False	True	225,437
10	106.43	101.82	4.61	4.5%	1.65	1.6%	16%	False	False	216,436
20	106.43	101.22	5.21	5.1%	1.78	1.7%	25%	False	False	175,008
40	109.13	101.22	7.91	7.7%	1.94	1.9%	17%	False	False	123,946
60	111.30	99.03	12.27	12.0%	2.00	2.0%	29%	False	False	110,476
80	111.30	96.67	14.63	14.3%	2.06	2.0%	40%	False	False	95,743
100	111.30	93.40	17.90	17.5%	2.09	2.0%	51%	False	False	82,322
120	111.30	93.40	17.90	17.5%	2.14	2.1%	51%	False	False	74,380

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	118.43
2.618	113.43
1.618	110.37
1.000	108.48
0.618	107.31
HIGH	105.42
0.618	104.25
0.500	103.89
0.382	103.53
LOW	102.36
0.618	100.47
1.000	99.30
1.618	97.41
2.618	94.35
4.250	89.36

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	103.89	104.40
PP	103.44	103.78
S1	102.99	103.16

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

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