NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 02-Apr-2012

Day Change Summary
	Previous	Current
	30-Mar-2012	02-Apr-2012	Change	Change %	Previous Week
Open	105.40	104.50	-0.90	-0.9%	108.23
High	106.05	107.51	1.46	1.4%	109.21
Low	104.85	104.21	-0.64	-0.6%	104.50
Close	105.05	107.37	2.32	2.2%	105.05
Range	1.20	3.30	2.10	175.0%	4.71
ATR	1.53	1.66	0.13	8.2%	0.00
Volume	8,406	4,586	-3,820	-45.4%	26,605

Daily Pivots for day following 02-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.26	115.12	109.19
R3	112.96	111.82	108.28
R2	109.66	109.66	107.98
R1	108.52	108.52	107.67	109.09
PP	106.36	106.36	106.36	106.65
S1	105.22	105.22	107.07	105.79
S2	103.06	103.06	106.77
S3	99.76	101.92	106.46
S4	96.46	98.62	105.56

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	120.38	117.43	107.64
R3	115.67	112.72	106.35
R2	110.96	110.96	105.91
R1	108.01	108.01	105.48	107.13
PP	106.25	106.25	106.25	105.82
S1	103.30	103.30	104.62	102.42
S2	101.54	101.54	104.19
S3	96.83	98.59	103.75
S4	92.12	93.88	102.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.21	104.21	5.00	4.7%	1.98	1.8%	63%	False	True	4,720
10	109.30	104.21	5.09	4.7%	1.73	1.6%	62%	False	True	5,739
20	109.80	104.21	5.59	5.2%	1.46	1.4%	57%	False	True	6,652

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	121.54
2.618	116.15
1.618	112.85
1.000	110.81
0.618	109.55
HIGH	107.51
0.618	106.25
0.500	105.86
0.382	105.47
LOW	104.21
0.618	102.17
1.000	100.91
1.618	98.87
2.618	95.57
4.250	90.19

Fisher Pivots for day following 02-Apr-2012
Pivot	1 day	3 day
R1	106.87	106.87
PP	106.36	106.38
S1	105.86	105.88

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

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