NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	81.90	78.96	-2.94	-3.6%	85.80
High	81.90	81.10	-0.80	-1.0%	86.22
Low	78.70	78.31	-0.39	-0.5%	78.31
Close	78.95	80.51	1.56	2.0%	80.51
Range	3.20	2.79	-0.41	-12.8%	7.91
ATR	2.53	2.55	0.02	0.7%	0.00
Volume	43,853	40,825	-3,028	-6.9%	142,913

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.34	87.22	82.04
R3	85.55	84.43	81.28
R2	82.76	82.76	81.02
R1	81.64	81.64	80.77	82.20
PP	79.97	79.97	79.97	80.26
S1	78.85	78.85	80.25	79.41
S2	77.18	77.18	80.00
S3	74.39	76.06	79.74
S4	71.60	73.27	78.98

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.41	100.87	84.86
R3	97.50	92.96	82.69
R2	89.59	89.59	81.96
R1	85.05	85.05	81.24	83.37
PP	81.68	81.68	81.68	80.84
S1	77.14	77.14	79.78	75.46
S2	73.77	73.77	79.06
S3	65.86	69.23	78.33
S4	57.95	61.32	76.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.22	78.31	7.91	9.8%	2.99	3.7%	28%	False	True	28,582
10	87.50	78.31	9.19	11.4%	2.77	3.4%	24%	False	True	27,465
20	93.02	78.31	14.71	18.3%	2.64	3.3%	15%	False	True	22,310
40	107.12	78.31	28.81	35.8%	2.29	2.8%	8%	False	True	18,445
60	107.38	78.31	29.07	36.1%	2.07	2.6%	8%	False	True	15,689
80	110.65	78.31	32.34	40.2%	1.95	2.4%	7%	False	True	14,070
100	110.65	78.31	32.34	40.2%	1.79	2.2%	7%	False	True	13,041

Crabel Price Patterns
NR	True
NR4	False
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	0.51
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	92.96
2.618	88.40
1.618	85.61
1.000	83.89
0.618	82.82
HIGH	81.10
0.618	80.03
0.500	79.71
0.382	79.38
LOW	78.31
0.618	76.59
1.000	75.52
1.618	73.80
2.618	71.01
4.250	66.45

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	80.24	81.82
PP	79.97	81.38
S1	79.71	80.95

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

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