NYMEX Light Sweet Crude Oil Future October 2012

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

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	85.80	84.00	-1.80	-2.1%	85.85
High	86.22	85.36	-0.86	-1.0%	87.50
Low	82.98	83.27	0.29	0.3%	82.07
Close	84.23	85.00	0.77	0.9%	84.90
Range	3.24	2.09	-1.15	-35.5%	5.43
ATR	2.39	2.37	-0.02	-0.9%	0.00
Volume	17,596	24,372	6,776	38.5%	131,741

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.81	90.00	86.15
R3	88.72	87.91	85.57
R2	86.63	86.63	85.38
R1	85.82	85.82	85.19	86.23
PP	84.54	84.54	84.54	84.75
S1	83.73	83.73	84.81	84.14
S2	82.45	82.45	84.62
S3	80.36	81.64	84.43
S4	78.27	79.55	83.85

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.11	98.44	87.89
R3	95.68	93.01	86.39
R2	90.25	90.25	85.90
R1	87.58	87.58	85.40	86.20
PP	84.82	84.82	84.82	84.14
S1	82.15	82.15	84.40	80.77
S2	79.39	79.39	83.90
S3	73.96	76.72	83.41
S4	68.53	71.29	81.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.22	82.98	3.24	3.8%	2.06	2.4%	62%	False	False	23,799
10	87.85	82.07	5.78	6.8%	2.59	3.0%	51%	False	False	24,137
20	93.98	82.07	11.91	14.0%	2.43	2.9%	25%	False	False	19,029
40	107.12	82.07	25.05	29.5%	2.13	2.5%	12%	False	False	16,560
60	109.15	82.07	27.08	31.9%	1.97	2.3%	11%	False	False	14,267
80	110.65	82.07	28.58	33.6%	1.90	2.2%	10%	False	False	13,340
100	110.65	82.07	28.58	33.6%	1.72	2.0%	10%	False	False	12,131

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.24
2.618	90.83
1.618	88.74
1.000	87.45
0.618	86.65
HIGH	85.36
0.618	84.56
0.500	84.32
0.382	84.07
LOW	83.27
0.618	81.98
1.000	81.18
1.618	79.89
2.618	77.80
4.250	74.39

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	84.77	84.87
PP	84.54	84.73
S1	84.32	84.60

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

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