NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	105.14	105.78	0.64	0.6%	104.91
High	105.96	105.86	-0.10	-0.1%	105.96
Low	104.87	105.01	0.14	0.1%	103.20
Close	105.95	105.79	-0.16	-0.2%	105.95
Range	1.09	0.85	-0.24	-22.0%	2.76
ATR	1.53	1.49	-0.04	-2.8%	0.00
Volume	7,963	5,103	-2,860	-35.9%	40,606

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.10	107.80	106.26
R3	107.25	106.95	106.02
R2	106.40	106.40	105.95
R1	106.10	106.10	105.87	106.25
PP	105.55	105.55	105.55	105.63
S1	105.25	105.25	105.71	105.40
S2	104.70	104.70	105.63
S3	103.85	104.40	105.56
S4	103.00	103.55	105.32

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.32	112.39	107.47
R3	110.56	109.63	106.71
R2	107.80	107.80	106.46
R1	106.87	106.87	106.20	107.34
PP	105.04	105.04	105.04	105.27
S1	104.11	104.11	105.70	104.58
S2	102.28	102.28	105.44
S3	99.52	101.35	105.19
S4	96.76	98.59	104.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.96	104.24	1.72	1.6%	1.01	1.0%	90%	False	False	7,716
10	106.30	103.20	3.10	2.9%	1.29	1.2%	84%	False	False	9,687
20	107.38	102.90	4.48	4.2%	1.51	1.4%	65%	False	False	10,077
40	109.80	102.90	6.90	6.5%	1.54	1.5%	42%	False	False	9,617
60	110.65	98.77	11.88	11.2%	1.46	1.4%	59%	False	False	9,486

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	109.47
2.618	108.09
1.618	107.24
1.000	106.71
0.618	106.39
HIGH	105.86
0.618	105.54
0.500	105.44
0.382	105.33
LOW	105.01
0.618	104.48
1.000	104.16
1.618	103.63
2.618	102.78
4.250	101.40

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	105.67	105.67
PP	105.55	105.54
S1	105.44	105.42

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

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