NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	88.84	89.73	0.89	1.0%	85.03
High	90.10	90.65	0.55	0.6%	88.32
Low	88.12	89.24	1.12	1.3%	84.46
Close	89.87	90.47	0.60	0.7%	87.85
Range	1.98	1.41	-0.57	-28.8%	3.86
ATR	2.61	2.53	-0.09	-3.3%	0.00
Volume	34,461	38,347	3,886	11.3%	136,116

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.35	93.82	91.25
R3	92.94	92.41	90.86
R2	91.53	91.53	90.73
R1	91.00	91.00	90.60	91.27
PP	90.12	90.12	90.12	90.25
S1	89.59	89.59	90.34	89.86
S2	88.71	88.71	90.21
S3	87.30	88.18	90.08
S4	85.89	86.77	89.69

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.46	97.01	89.97
R3	94.60	93.15	88.91
R2	90.74	90.74	88.56
R1	89.29	89.29	88.20	90.02
PP	86.88	86.88	86.88	87.24
S1	85.43	85.43	87.50	86.16
S2	83.02	83.02	87.14
S3	79.16	81.57	86.79
S4	75.30	77.71	85.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.65	84.99	5.66	6.3%	1.89	2.1%	97%	True	False	30,007
10	90.65	84.46	6.19	6.8%	2.14	2.4%	97%	True	False	33,510
20	90.65	78.16	12.49	13.8%	2.72	3.0%	99%	True	False	33,098
40	93.98	78.16	15.82	17.5%	2.58	2.8%	78%	False	False	26,063
60	107.12	78.16	28.96	32.0%	2.33	2.6%	43%	False	False	22,072
80	109.15	78.16	30.99	34.3%	2.16	2.4%	40%	False	False	18,975
100	110.65	78.16	32.49	35.9%	2.06	2.3%	38%	False	False	17,292
120	110.65	78.16	32.49	35.9%	1.89	2.1%	38%	False	False	15,625

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.39
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	96.64
2.618	94.34
1.618	92.93
1.000	92.06
0.618	91.52
HIGH	90.65
0.618	90.11
0.500	89.95
0.382	89.78
LOW	89.24
0.618	88.37
1.000	87.83
1.618	86.96
2.618	85.55
4.250	83.25

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	90.30	89.95
PP	90.12	89.43
S1	89.95	88.91

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

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