NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	104.17	104.38	0.21	0.2%	103.80
High	104.94	105.30	0.36	0.3%	105.91
Low	103.51	104.25	0.74	0.7%	102.56
Close	104.50	104.94	0.44	0.4%	104.29
Range	1.43	1.05	-0.38	-26.6%	3.35
ATR	1.94	1.88	-0.06	-3.3%	0.00
Volume	41,359	70,743	29,384	71.0%	238,743

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.98	107.51	105.52
R3	106.93	106.46	105.23
R2	105.88	105.88	105.13
R1	105.41	105.41	105.04	105.65
PP	104.83	104.83	104.83	104.95
S1	104.36	104.36	104.84	104.60
S2	103.78	103.78	104.75
S3	102.73	103.31	104.65
S4	101.68	102.26	104.36

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	105.30	102.26	3.04	2.9%	1.50	1.4%	88%	True	False	45,769
10	105.91	102.26	3.65	3.5%	1.64	1.6%	73%	False	False	50,580
20	106.70	101.77	4.93	4.7%	1.96	1.9%	64%	False	False	46,533
40	111.49	101.77	9.72	9.3%	2.00	1.9%	33%	False	False	38,392
60	111.49	97.05	14.44	13.8%	1.92	1.8%	55%	False	False	35,331
80	111.49	97.05	14.44	13.8%	1.94	1.9%	55%	False	False	29,253
100	111.49	93.45	18.04	17.2%	1.91	1.8%	64%	False	False	24,419
120	111.49	92.71	18.78	17.9%	1.91	1.8%	65%	False	False	21,523

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	109.76
2.618	108.05
1.618	107.00
1.000	106.35
0.618	105.95
HIGH	105.30
0.618	104.90
0.500	104.78
0.382	104.65
LOW	104.25
0.618	103.60
1.000	103.20
1.618	102.55
2.618	101.50
4.250	99.79

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	104.89	104.72
PP	104.83	104.49
S1	104.78	104.27

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

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