NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	84.20	85.84	1.64	1.9%	84.65
High	86.48	85.95	-0.53	-0.6%	88.98
Low	84.00	83.65	-0.35	-0.4%	82.10
Close	85.99	83.91	-2.08	-2.4%	84.45
Range	2.48	2.30	-0.18	-7.3%	6.88
ATR	3.03	2.98	-0.05	-1.6%	0.00
Volume	230,290	261,643	31,353	13.6%	544,191

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.40	89.96	85.18
R3	89.10	87.66	84.54
R2	86.80	86.80	84.33
R1	85.36	85.36	84.12	84.93
PP	84.50	84.50	84.50	84.29
S1	83.06	83.06	83.70	82.63
S2	82.20	82.20	83.49
S3	79.90	80.76	83.28
S4	77.60	78.46	82.65

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.82	102.01	88.23
R3	98.94	95.13	86.34
R2	92.06	92.06	85.71
R1	88.25	88.25	85.08	86.72
PP	85.18	85.18	85.18	84.41
S1	81.37	81.37	83.82	79.84
S2	78.30	78.30	83.19
S3	71.42	74.49	82.56
S4	64.54	67.61	80.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.98	83.33	5.65	6.7%	3.02	3.6%	10%	False	False	152,480
10	88.98	77.28	11.70	13.9%	3.22	3.8%	57%	False	False	223,117
20	88.98	77.28	11.70	13.9%	2.92	3.5%	57%	False	False	218,427
40	96.41	77.28	19.13	22.8%	2.73	3.2%	35%	False	False	135,866
60	106.99	77.28	29.71	35.4%	2.46	2.9%	22%	False	False	101,645
80	109.69	77.28	32.41	38.6%	2.33	2.8%	20%	False	False	81,428
100	111.38	77.28	34.10	40.6%	2.23	2.7%	19%	False	False	69,104
120	111.38	77.28	34.10	40.6%	2.10	2.5%	19%	False	False	59,352

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	95.73
2.618	91.97
1.618	89.67
1.000	88.25
0.618	87.37
HIGH	85.95
0.618	85.07
0.500	84.80
0.382	84.53
LOW	83.65
0.618	82.23
1.000	81.35
1.618	79.93
2.618	77.63
4.250	73.88

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	84.80	85.39
PP	84.50	84.90
S1	84.21	84.40

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

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