NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 19-Apr-2012

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	105.76	104.29	-1.47	-1.4%	104.32
High	105.76	104.77	-0.99	-0.9%	105.65
Low	104.09	103.58	-0.51	-0.5%	102.90
Close	104.42	104.03	-0.39	-0.4%	104.76
Range	1.67	1.19	-0.48	-28.7%	2.75
ATR	1.72	1.68	-0.04	-2.2%	0.00
Volume	13,713	10,878	-2,835	-20.7%	58,920

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.70	107.05	104.68
R3	106.51	105.86	104.36
R2	105.32	105.32	104.25
R1	104.67	104.67	104.14	104.40
PP	104.13	104.13	104.13	103.99
S1	103.48	103.48	103.92	103.21
S2	102.94	102.94	103.81
S3	101.75	102.29	103.70
S4	100.56	101.10	103.38

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.69	111.47	106.27
R3	109.94	108.72	105.52
R2	107.19	107.19	105.26
R1	105.97	105.97	105.01	106.58
PP	104.44	104.44	104.44	104.74
S1	103.22	103.22	104.51	103.83
S2	101.69	101.69	104.26
S3	98.94	100.47	104.00
S4	96.19	97.72	103.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.30	103.58	2.72	2.6%	1.30	1.2%	17%	False	True	12,717
10	106.30	102.90	3.40	3.3%	1.48	1.4%	33%	False	False	11,768
20	109.50	102.90	6.60	6.3%	1.73	1.7%	17%	False	False	9,626
40	110.65	102.90	7.75	7.4%	1.68	1.6%	15%	False	False	10,253
60	110.65	97.89	12.76	12.3%	1.44	1.4%	48%	False	False	9,014

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	109.83
2.618	107.89
1.618	106.70
1.000	105.96
0.618	105.51
HIGH	104.77
0.618	104.32
0.500	104.18
0.382	104.03
LOW	103.58
0.618	102.84
1.000	102.39
1.618	101.65
2.618	100.46
4.250	98.52

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	104.18	104.94
PP	104.13	104.64
S1	104.08	104.33

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

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