NYMEX Light Sweet Crude Oil Future September 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	84.58	86.13	1.55	1.8%	85.18
High	86.83	86.30	-0.53	-0.6%	89.33
Low	84.51	84.05	-0.46	-0.5%	82.50
Close	86.37	84.30	-2.07	-2.4%	84.83
Range	2.32	2.25	-0.07	-3.0%	6.83
ATR	2.99	2.94	-0.05	-1.6%	0.00
Volume	74,352	82,177	7,825	10.5%	366,068

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.63	90.22	85.54
R3	89.38	87.97	84.92
R2	87.13	87.13	84.71
R1	85.72	85.72	84.51	85.30
PP	84.88	84.88	84.88	84.68
S1	83.47	83.47	84.09	83.05
S2	82.63	82.63	83.89
S3	80.38	81.22	83.68
S4	78.13	78.97	83.06

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.04	102.27	88.59
R3	99.21	95.44	86.71
R2	92.38	92.38	86.08
R1	88.61	88.61	85.46	87.08
PP	85.55	85.55	85.55	84.79
S1	81.78	81.78	84.20	80.25
S2	78.72	78.72	83.58
S3	71.89	74.95	82.95
S4	65.06	68.12	81.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.33	83.75	5.58	6.6%	2.95	3.5%	10%	False	False	83,882
10	89.33	77.70	11.63	13.8%	3.17	3.8%	57%	False	False	74,402
20	89.33	77.70	11.63	13.8%	2.88	3.4%	57%	False	False	62,897
40	96.70	77.70	19.00	22.5%	2.69	3.2%	35%	False	False	47,831
60	107.12	77.70	29.42	34.9%	2.41	2.9%	22%	False	False	41,551
80	109.84	77.70	32.14	38.1%	2.27	2.7%	21%	False	False	36,433
100	110.87	77.70	33.17	39.3%	2.16	2.6%	20%	False	False	33,235
120	110.87	77.70	33.17	39.3%	2.04	2.4%	20%	False	False	29,703

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	0.43
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	95.86
2.618	92.19
1.618	89.94
1.000	88.55
0.618	87.69
HIGH	86.30
0.618	85.44
0.500	85.18
0.382	84.91
LOW	84.05
0.618	82.66
1.000	81.80
1.618	80.41
2.618	78.16
4.250	74.49

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	85.18	85.74
PP	84.88	85.26
S1	84.59	84.78

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

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