NYMEX Light Sweet Crude Oil Future November 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Apr-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Apr-2012 | 20-Apr-2012 | Change | Change % | Previous Week |  
                        | Open | 104.59 | 104.44 | -0.15 | -0.1% | 104.43 |  
                        | High | 104.77 | 105.64 | 0.87 | 0.8% | 106.16 |  
                        | Low | 103.67 | 104.44 | 0.77 | 0.7% | 103.67 |  
                        | Close | 104.16 | 105.16 | 1.00 | 1.0% | 105.16 |  
                        | Range | 1.10 | 1.20 | 0.10 | 9.1% | 2.49 |  
                        | ATR | 1.58 | 1.57 | -0.01 | -0.4% | 0.00 |  
                        | Volume | 12,282 | 6,497 | -5,785 | -47.1% | 44,605 |  | 
    
| 
        
            | Daily Pivots for day following 20-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 108.68 | 108.12 | 105.82 |  |  
                | R3 | 107.48 | 106.92 | 105.49 |  |  
                | R2 | 106.28 | 106.28 | 105.38 |  |  
                | R1 | 105.72 | 105.72 | 105.27 | 106.00 |  
                | PP | 105.08 | 105.08 | 105.08 | 105.22 |  
                | S1 | 104.52 | 104.52 | 105.05 | 104.80 |  
                | S2 | 103.88 | 103.88 | 104.94 |  |  
                | S3 | 102.68 | 103.32 | 104.83 |  |  
                | S4 | 101.48 | 102.12 | 104.50 |  |  | 
        
            | Weekly Pivots for week ending 20-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 112.47 | 111.30 | 106.53 |  |  
                | R3 | 109.98 | 108.81 | 105.84 |  |  
                | R2 | 107.49 | 107.49 | 105.62 |  |  
                | R1 | 106.32 | 106.32 | 105.39 | 106.91 |  
                | PP | 105.00 | 105.00 | 105.00 | 105.29 |  
                | S1 | 103.83 | 103.83 | 104.93 | 104.42 |  
                | S2 | 102.51 | 102.51 | 104.70 |  |  
                | S3 | 100.02 | 101.34 | 104.48 |  |  
                | S4 | 97.53 | 98.85 | 103.79 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 110.74 |  
            | 2.618 | 108.78 |  
            | 1.618 | 107.58 |  
            | 1.000 | 106.84 |  
            | 0.618 | 106.38 |  
            | HIGH | 105.64 |  
            | 0.618 | 105.18 |  
            | 0.500 | 105.04 |  
            | 0.382 | 104.90 |  
            | LOW | 104.44 |  
            | 0.618 | 103.70 |  
            | 1.000 | 103.24 |  
            | 1.618 | 102.50 |  
            | 2.618 | 101.30 |  
            | 4.250 | 99.34 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Apr-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 105.12 | 104.99 |  
                                | PP | 105.08 | 104.83 |  
                                | S1 | 105.04 | 104.66 |  |