NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	104.99	103.40	-1.59	-1.5%	104.50
High	105.20	104.95	-0.25	-0.2%	107.51
Low	103.29	103.40	0.11	0.1%	103.60
Close	103.40	104.68	1.28	1.2%	105.52
Range	1.91	1.55	-0.36	-18.8%	3.91
ATR	1.74	1.73	-0.01	-0.8%	0.00
Volume	7,211	10,074	2,863	39.7%	25,190

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.99	108.39	105.53
R3	107.44	106.84	105.11
R2	105.89	105.89	104.96
R1	105.29	105.29	104.82	105.59
PP	104.34	104.34	104.34	104.50
S1	103.74	103.74	104.54	104.04
S2	102.79	102.79	104.40
S3	101.24	102.19	104.25
S4	99.69	100.64	103.83

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.27	115.31	107.67
R3	113.36	111.40	106.60
R2	109.45	109.45	106.24
R1	107.49	107.49	105.88	108.47
PP	105.54	105.54	105.54	106.04
S1	103.58	103.58	105.16	104.56
S2	101.63	101.63	104.80
S3	97.72	99.67	104.44
S4	93.81	95.76	103.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.08	103.29	2.79	2.7%	1.85	1.8%	50%	False	False	7,499
10	108.69	103.29	5.40	5.2%	1.97	1.9%	26%	False	False	6,382
20	109.80	103.29	6.51	6.2%	1.65	1.6%	21%	False	False	6,642
40	110.08	103.29	6.79	6.5%	1.35	1.3%	20%	False	False	7,193

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111.54
2.618	109.01
1.618	107.46
1.000	106.50
0.618	105.91
HIGH	104.95
0.618	104.36
0.500	104.18
0.382	103.99
LOW	103.40
0.618	102.44
1.000	101.85
1.618	100.89
2.618	99.34
4.250	96.81

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	104.51	104.54
PP	104.34	104.39
S1	104.18	104.25

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

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