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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.16	103.67	2.49	2.4%	1.37	1.3%	60%	False	False	8,921
10	106.16	103.29	2.87	2.7%	1.37	1.3%	65%	False	False	8,869
20	109.21	103.29	5.92	5.6%	1.59	1.5%	32%	False	False	7,425
40	110.08	103.29	6.79	6.5%	1.44	1.4%	28%	False	False	7,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 2 trading days

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

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

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