NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	91.65	88.18	-3.47	-3.8%	87.91
High	91.91	89.37	-2.54	-2.8%	93.50
Low	88.20	87.71	-0.49	-0.6%	87.16
Close	88.43	88.78	0.35	0.4%	92.10
Range	3.71	1.66	-2.05	-55.3%	6.34
ATR	2.63	2.56	-0.07	-2.6%	0.00
Volume	42,496	35,114	-7,382	-17.4%	201,565

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.60	92.85	89.69
R3	91.94	91.19	89.24
R2	90.28	90.28	89.08
R1	89.53	89.53	88.93	89.91
PP	88.62	88.62	88.62	88.81
S1	87.87	87.87	88.63	88.25
S2	86.96	86.96	88.48
S3	85.30	86.21	88.32
S4	83.64	84.55	87.87

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.94	107.36	95.59
R3	103.60	101.02	93.84
R2	97.26	97.26	93.26
R1	94.68	94.68	92.68	95.97
PP	90.92	90.92	90.92	91.57
S1	88.34	88.34	91.52	89.63
S2	84.58	84.58	90.94
S3	78.24	82.00	90.36
S4	71.90	75.66	88.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.50	87.71	5.79	6.5%	2.30	2.6%	18%	False	True	42,602
10	93.50	84.87	8.63	9.7%	2.19	2.5%	45%	False	False	35,251
20	93.50	78.16	15.34	17.3%	2.61	2.9%	69%	False	False	35,450
40	93.50	78.16	15.34	17.3%	2.67	3.0%	69%	False	False	29,317
60	107.12	78.16	28.96	32.6%	2.42	2.7%	37%	False	False	24,425
80	107.38	78.16	29.22	32.9%	2.20	2.5%	36%	False	False	20,903
100	109.80	78.16	31.64	35.6%	2.08	2.3%	34%	False	False	18,553
120	110.65	78.16	32.49	36.6%	1.94	2.2%	33%	False	False	16,957

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.43
2.618	93.72
1.618	92.06
1.000	91.03
0.618	90.40
HIGH	89.37
0.618	88.74
0.500	88.54
0.382	88.34
LOW	87.71
0.618	86.68
1.000	86.05
1.618	85.02
2.618	83.36
4.250	80.66

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	88.70	90.29
PP	88.62	89.78
S1	88.54	89.28

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

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