NYMEX Light Sweet Crude Oil Future August 2012

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

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	88.26	89.13	0.87	1.0%	84.20
High	89.46	90.04	0.58	0.6%	87.61
Low	87.41	88.59	1.18	1.3%	83.65
Close	89.22	89.87	0.65	0.7%	87.10
Range	2.05	1.45	-0.60	-29.3%	3.96
ATR	2.73	2.64	-0.09	-3.3%	0.00
Volume	242,521	180,844	-61,677	-25.4%	1,220,924

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.85	93.31	90.67
R3	92.40	91.86	90.27
R2	90.95	90.95	90.14
R1	90.41	90.41	90.00	90.68
PP	89.50	89.50	89.50	89.64
S1	88.96	88.96	89.74	89.23
S2	88.05	88.05	89.60
S3	86.60	87.51	89.47
S4	85.15	86.06	89.07

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.00	96.51	89.28
R3	94.04	92.55	88.19
R2	90.08	90.08	87.83
R1	88.59	88.59	87.46	89.34
PP	86.12	86.12	86.12	86.49
S1	84.63	84.63	86.74	85.38
S2	82.16	82.16	86.37
S3	78.20	80.67	86.01
S4	74.24	76.71	84.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.04	84.21	5.83	6.5%	1.95	2.2%	97%	True	False	215,697
10	90.04	83.65	6.39	7.1%	2.26	2.5%	97%	True	False	211,843
20	90.04	77.28	12.76	14.2%	2.85	3.2%	99%	True	False	243,505
40	93.57	77.28	16.29	18.1%	2.72	3.0%	77%	False	False	163,314
60	106.99	77.28	29.71	33.1%	2.48	2.8%	42%	False	False	121,482
80	108.87	77.28	31.59	35.2%	2.34	2.6%	40%	False	False	96,937
100	111.38	77.28	34.10	37.9%	2.25	2.5%	37%	False	False	81,653
120	111.38	77.28	34.10	37.9%	2.13	2.4%	37%	False	False	70,301

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 15 trading days

Fibonacci Retracements and Extensions
4.250	96.20
2.618	93.84
1.618	92.39
1.000	91.49
0.618	90.94
HIGH	90.04
0.618	89.49
0.500	89.32
0.382	89.14
LOW	88.59
0.618	87.69
1.000	87.14
1.618	86.24
2.618	84.79
4.250	82.43

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	89.69	89.32
PP	89.50	88.77
S1	89.32	88.23

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

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