NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 16-Apr-2012

Day Change Summary
	Previous	Current
	13-Apr-2012	16-Apr-2012	Change	Change %	Previous Week
Open	104.74	103.80	-0.94	-0.9%	103.93
High	104.76	104.27	-0.49	-0.5%	105.13
Low	103.55	102.74	-0.81	-0.8%	101.77
Close	103.80	103.81	0.01	0.0%	103.80
Range	1.21	1.53	0.32	26.4%	3.36
ATR	2.09	2.05	-0.04	-1.9%	0.00
Volume	73,538	44,621	-28,917	-39.3%	253,801

Daily Pivots for day following 16-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.20	107.53	104.65
R3	106.67	106.00	104.23
R2	105.14	105.14	104.09
R1	104.47	104.47	103.95	104.81
PP	103.61	103.61	103.61	103.77
S1	102.94	102.94	103.67	103.28
S2	102.08	102.08	103.53
S3	100.55	101.41	103.39
S4	99.02	99.88	102.97

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.65	112.08	105.65
R3	110.29	108.72	104.72
R2	106.93	106.93	104.42
R1	105.36	105.36	104.11	104.47
PP	103.57	103.57	103.57	103.12
S1	102.00	102.00	103.49	101.11
S2	100.21	100.21	103.18
S3	96.85	98.64	102.88
S4	93.49	95.28	101.95

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%	1.79	1.7%	61%	False	False	51,585
10	106.48	101.77	4.71	4.5%	2.06	2.0%	43%	False	False	46,547
20	109.51	101.77	7.74	7.5%	2.04	2.0%	26%	False	False	37,790
40	111.49	101.77	9.72	9.4%	2.04	2.0%	21%	False	False	35,180
60	111.49	97.05	14.44	13.9%	1.97	1.9%	47%	False	False	30,335
80	111.49	94.65	16.84	16.2%	1.93	1.9%	54%	False	False	24,787
100	111.49	93.45	18.04	17.4%	1.90	1.8%	57%	False	False	21,176
120	111.49	88.18	23.31	22.5%	1.92	1.8%	67%	False	False	18,764

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.77
2.618	108.28
1.618	106.75
1.000	105.80
0.618	105.22
HIGH	104.27
0.618	103.69
0.500	103.51
0.382	103.32
LOW	102.74
0.618	101.79
1.000	101.21
1.618	100.26
2.618	98.73
4.250	96.24

Fisher Pivots for day following 16-Apr-2012
Pivot	1 day	3 day
R1	103.71	103.94
PP	103.61	103.89
S1	103.51	103.85

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

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