NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	83.06	84.04	0.98	1.2%	85.72
High	84.41	84.34	-0.07	-0.1%	86.64
Low	82.28	80.91	-1.37	-1.7%	81.07
Close	84.03	81.80	-2.23	-2.7%	84.03
Range	2.13	3.43	1.30	61.0%	5.57
ATR	2.54	2.60	0.06	2.5%	0.00
Volume	76,782	26,143	-50,639	-66.0%	1,348,563

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.64	90.65	83.69
R3	89.21	87.22	82.74
R2	85.78	85.78	82.43
R1	83.79	83.79	82.11	83.07
PP	82.35	82.35	82.35	81.99
S1	80.36	80.36	81.49	79.64
S2	78.92	78.92	81.17
S3	75.49	76.93	80.86
S4	72.06	73.50	79.91

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	100.62	97.90	87.09
R3	95.05	92.33	85.56
R2	89.48	89.48	85.05
R1	86.76	86.76	84.54	85.34
PP	83.91	83.91	83.91	83.20
S1	81.19	81.19	83.52	79.77
S2	78.34	78.34	83.01
S3	72.77	75.62	82.50
S4	67.20	70.05	80.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.60	80.91	4.69	5.7%	2.53	3.1%	19%	False	True	153,204
10	87.03	80.91	6.12	7.5%	2.90	3.5%	15%	False	True	223,388
20	92.21	80.91	11.30	13.8%	2.68	3.3%	8%	False	True	244,672
40	106.77	80.91	25.86	31.6%	2.39	2.9%	3%	False	True	171,969
60	108.63	80.91	27.72	33.9%	2.26	2.8%	3%	False	True	128,951
80	111.49	80.91	30.58	37.4%	2.23	2.7%	3%	False	True	104,360
100	111.49	80.91	30.58	37.4%	2.13	2.6%	3%	False	True	89,058
120	111.49	80.91	30.58	37.4%	2.09	2.6%	3%	False	True	75,968

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	0.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.92
2.618	93.32
1.618	89.89
1.000	87.77
0.618	86.46
HIGH	84.34
0.618	83.03
0.500	82.63
0.382	82.22
LOW	80.91
0.618	78.79
1.000	77.48
1.618	75.36
2.618	71.93
4.250	66.33

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	82.63	83.26
PP	82.35	82.77
S1	82.08	82.29

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

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