NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	103.39	104.14	0.75	0.7%	103.80
High	105.05	104.30	-0.75	-0.7%	105.91
Low	103.31	102.26	-1.05	-1.0%	102.56
Close	104.29	103.55	-0.74	-0.7%	104.29
Range	1.74	2.04	0.30	17.2%	3.35
ATR	2.03	2.04	0.00	0.0%	0.00
Volume	35,320	43,299	7,979	22.6%	238,743

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.49	108.56	104.67
R3	107.45	106.52	104.11
R2	105.41	105.41	103.92
R1	104.48	104.48	103.74	103.93
PP	103.37	103.37	103.37	103.09
S1	102.44	102.44	103.36	101.89
S2	101.33	101.33	103.18
S3	99.29	100.40	102.99
S4	97.25	98.36	102.43

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.30	112.65	106.13
R3	110.95	109.30	105.21
R2	107.60	107.60	104.90
R1	105.95	105.95	104.60	106.78
PP	104.25	104.25	104.25	104.67
S1	102.60	102.60	103.98	103.43
S2	100.90	100.90	103.68
S3	97.55	99.25	103.37
S4	94.20	95.90	102.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.91	102.26	3.65	3.5%	1.99	1.9%	35%	False	True	47,484
10	105.91	101.77	4.14	4.0%	1.89	1.8%	43%	False	False	49,534
20	108.63	101.77	6.86	6.6%	1.99	1.9%	26%	False	False	42,446
40	111.49	101.77	9.72	9.4%	2.09	2.0%	18%	False	False	37,209
60	111.49	97.05	14.44	13.9%	1.95	1.9%	45%	False	False	33,295
80	111.49	97.05	14.44	13.9%	1.95	1.9%	45%	False	False	27,514
100	111.49	93.45	18.04	17.4%	1.92	1.8%	56%	False	False	23,172
120	111.49	89.40	22.09	21.3%	1.91	1.8%	64%	False	False	20,403

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.97
2.618	109.64
1.618	107.60
1.000	106.34
0.618	105.56
HIGH	104.30
0.618	103.52
0.500	103.28
0.382	103.04
LOW	102.26
0.618	101.00
1.000	100.22
1.618	98.96
2.618	96.92
4.250	93.59

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	103.46	103.66
PP	103.37	103.62
S1	103.28	103.59

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

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