NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	82.19	84.15	1.96	2.4%	84.19
High	84.58	84.76	0.18	0.2%	87.85
Low	82.19	83.08	0.89	1.1%	82.13
Close	84.20	83.48	-0.72	-0.9%	85.03
Range	2.39	1.68	-0.71	-29.7%	5.72
ATR	2.49	2.43	-0.06	-2.3%	0.00
Volume	24,884	19,319	-5,565	-22.4%	108,182

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.81	87.83	84.40
R3	87.13	86.15	83.94
R2	85.45	85.45	83.79
R1	84.47	84.47	83.63	84.12
PP	83.77	83.77	83.77	83.60
S1	82.79	82.79	83.33	82.44
S2	82.09	82.09	83.17
S3	80.41	81.11	83.02
S4	78.73	79.43	82.56

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.16	99.32	88.18
R3	96.44	93.60	86.60
R2	90.72	90.72	86.08
R1	87.88	87.88	85.55	89.30
PP	85.00	85.00	85.00	85.72
S1	82.16	82.16	84.51	83.58
S2	79.28	79.28	83.98
S3	73.56	76.44	83.46
S4	67.84	70.72	81.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.85	82.07	5.78	6.9%	3.09	3.7%	24%	False	False	25,687
10	89.14	82.07	7.07	8.5%	2.83	3.4%	20%	False	False	21,457
20	95.35	82.07	13.28	15.9%	2.39	2.9%	11%	False	False	17,148
40	107.12	82.07	25.05	30.0%	2.07	2.5%	6%	False	False	15,117
60	109.50	82.07	27.43	32.9%	1.95	2.3%	5%	False	False	13,185
80	110.65	82.07	28.58	34.2%	1.86	2.2%	5%	False	False	12,617
100	110.65	82.07	28.58	34.2%	1.66	2.0%	5%	False	False	11,306

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.62
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	91.90
2.618	89.16
1.618	87.48
1.000	86.44
0.618	85.80
HIGH	84.76
0.618	84.12
0.500	83.92
0.382	83.72
LOW	83.08
0.618	82.04
1.000	81.40
1.618	80.36
2.618	78.68
4.250	75.94

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	83.92	84.79
PP	83.77	84.35
S1	83.63	83.92

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

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