NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	89.10	89.43	0.33	0.4%	91.61
High	90.47	90.45	-0.02	0.0%	91.64
Low	88.07	89.13	1.06	1.2%	86.84
Close	89.39	90.13	0.74	0.8%	90.13
Range	2.40	1.32	-1.08	-45.0%	4.80
ATR	2.60	2.51	-0.09	-3.5%	0.00
Volume	223,009	196,061	-26,948	-12.1%	1,267,204

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.86	93.32	90.86
R3	92.54	92.00	90.49
R2	91.22	91.22	90.37
R1	90.68	90.68	90.25	90.95
PP	89.90	89.90	89.90	90.04
S1	89.36	89.36	90.01	89.63
S2	88.58	88.58	89.89
S3	87.26	88.04	89.77
S4	85.94	86.72	89.40

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.94	101.83	92.77
R3	99.14	97.03	91.45
R2	94.34	94.34	91.01
R1	92.23	92.23	90.57	90.89
PP	89.54	89.54	89.54	88.86
S1	87.43	87.43	89.69	86.09
S2	84.74	84.74	89.25
S3	79.94	82.63	88.81
S4	75.14	77.83	87.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.64	86.84	4.80	5.3%	2.33	2.6%	69%	False	False	253,440
10	93.25	86.81	6.44	7.1%	2.20	2.4%	52%	False	False	216,914
20	93.25	78.69	14.56	16.2%	2.68	3.0%	79%	False	False	149,624
40	93.25	77.70	15.55	17.3%	2.72	3.0%	80%	False	False	99,593
60	106.10	77.70	28.40	31.5%	2.57	2.9%	44%	False	False	76,208
80	107.12	77.70	29.42	32.6%	2.33	2.6%	42%	False	False	63,754
100	109.84	77.70	32.14	35.7%	2.22	2.5%	39%	False	False	54,711
120	110.87	77.70	33.17	36.8%	2.12	2.3%	37%	False	False	48,639

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	96.06
2.618	93.91
1.618	92.59
1.000	91.77
0.618	91.27
HIGH	90.45
0.618	89.95
0.500	89.79
0.382	89.63
LOW	89.13
0.618	88.31
1.000	87.81
1.618	86.99
2.618	85.67
4.250	83.52

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	90.02	89.64
PP	89.90	89.15
S1	89.79	88.66

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

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