NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 18-Apr-2012

Day Change Summary
	Previous	Current
	17-Apr-2012	18-Apr-2012	Change	Change %	Previous Week
Open	104.10	105.13	1.03	1.0%	103.93
High	105.91	105.37	-0.54	-0.5%	105.13
Low	103.55	103.08	-0.47	-0.5%	101.77
Close	105.08	103.58	-1.50	-1.4%	103.80
Range	2.36	2.29	-0.07	-3.0%	3.36
ATR	2.07	2.08	0.02	0.8%	0.00
Volume	47,157	52,310	5,153	10.9%	253,801

Daily Pivots for day following 18-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.88	109.52	104.84
R3	108.59	107.23	104.21
R2	106.30	106.30	104.00
R1	104.94	104.94	103.79	104.48
PP	104.01	104.01	104.01	103.78
S1	102.65	102.65	103.37	102.19
S2	101.72	101.72	103.16
S3	99.43	100.36	102.95
S4	97.14	98.07	102.32

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	105.91	102.74	3.17	3.1%	1.83	1.8%	26%	False	False	54,516
10	105.91	101.77	4.14	4.0%	2.04	2.0%	44%	False	False	49,416
20	109.21	101.77	7.44	7.2%	2.07	2.0%	24%	False	False	40,138
40	111.49	101.77	9.72	9.4%	2.09	2.0%	19%	False	False	35,834
60	111.49	97.05	14.44	13.9%	1.96	1.9%	45%	False	False	31,472
80	111.49	97.05	14.44	13.9%	1.93	1.9%	45%	False	False	25,934
100	111.49	93.45	18.04	17.4%	1.92	1.8%	56%	False	False	21,981
120	111.49	89.40	22.09	21.3%	1.92	1.9%	64%	False	False	19,456

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115.10
2.618	111.37
1.618	109.08
1.000	107.66
0.618	106.79
HIGH	105.37
0.618	104.50
0.500	104.23
0.382	103.95
LOW	103.08
0.618	101.66
1.000	100.79
1.618	99.37
2.618	97.08
4.250	93.35

Fisher Pivots for day following 18-Apr-2012
Pivot	1 day	3 day
R1	104.23	104.33
PP	104.01	104.08
S1	103.80	103.83

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

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