NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	102.14	103.51	1.37	1.3%	104.21
High	104.11	105.13	1.02	1.0%	106.48
Low	101.94	103.35	1.41	1.4%	102.26
Close	103.66	104.57	0.91	0.9%	104.35
Range	2.17	1.78	-0.39	-18.0%	4.22
ATR	2.18	2.15	-0.03	-1.3%	0.00
Volume	47,377	54,954	7,577	16.0%	167,049

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.69	108.91	105.55
R3	107.91	107.13	105.06
R2	106.13	106.13	104.90
R1	105.35	105.35	104.73	105.74
PP	104.35	104.35	104.35	104.55
S1	103.57	103.57	104.41	103.96
S2	102.57	102.57	104.24
S3	100.79	101.79	104.08
S4	99.01	100.01	103.59

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.02	114.91	106.67
R3	112.80	110.69	105.51
R2	108.58	108.58	105.12
R1	106.47	106.47	104.74	107.53
PP	104.36	104.36	104.36	104.89
S1	102.25	102.25	103.96	103.31
S2	100.14	100.14	103.58
S3	95.92	98.03	103.19
S4	91.70	93.81	102.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.13	101.77	3.36	3.2%	2.03	1.9%	83%	True	False	47,612
10	106.70	101.77	4.93	4.7%	2.27	2.2%	57%	False	False	42,485
20	109.51	101.77	7.74	7.4%	2.11	2.0%	36%	False	False	35,776
40	111.49	101.77	9.72	9.3%	2.04	1.9%	29%	False	False	33,806
60	111.49	97.05	14.44	13.8%	1.98	1.9%	52%	False	False	28,682
80	111.49	93.45	18.04	17.3%	1.93	1.8%	62%	False	False	23,481
100	111.49	93.45	18.04	17.3%	1.94	1.9%	62%	False	False	20,244
120	111.49	85.15	26.34	25.2%	1.94	1.9%	74%	False	False	17,825

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.34
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	112.70
2.618	109.79
1.618	108.01
1.000	106.91
0.618	106.23
HIGH	105.13
0.618	104.45
0.500	104.24
0.382	104.03
LOW	103.35
0.618	102.25
1.000	101.57
1.618	100.47
2.618	98.69
4.250	95.79

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	104.46	104.20
PP	104.35	103.82
S1	104.24	103.45

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

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