NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 23-Apr-2012

Day Change Summary
	Previous	Current
	20-Apr-2012	23-Apr-2012	Change	Change %	Previous Week
Open	104.44	104.38	-0.06	-0.1%	104.43
High	105.64	104.58	-1.06	-1.0%	106.16
Low	104.44	103.39	-1.05	-1.0%	103.67
Close	105.16	104.58	-0.58	-0.6%	105.16
Range	1.20	1.19	-0.01	-0.8%	2.49
ATR	1.57	1.58	0.01	0.9%	0.00
Volume	6,497	7,360	863	13.3%	44,605

Daily Pivots for day following 23-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.75	107.36	105.23
R3	106.56	106.17	104.91
R2	105.37	105.37	104.80
R1	104.98	104.98	104.69	105.18
PP	104.18	104.18	104.18	104.28
S1	103.79	103.79	104.47	103.99
S2	102.99	102.99	104.36
S3	101.80	102.60	104.25
S4	100.61	101.41	103.93

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	103.39	2.77	2.6%	1.33	1.3%	43%	False	True	9,375
10	106.16	103.29	2.87	2.7%	1.33	1.3%	45%	False	False	9,032
20	109.21	103.29	5.92	5.7%	1.54	1.5%	22%	False	False	7,392
40	109.82	103.29	6.53	6.2%	1.44	1.4%	20%	False	False	7,556

Crabel Price Patterns
NR	True
NR4	False
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	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.64
2.618	107.70
1.618	106.51
1.000	105.77
0.618	105.32
HIGH	104.58
0.618	104.13
0.500	103.99
0.382	103.84
LOW	103.39
0.618	102.65
1.000	102.20
1.618	101.46
2.618	100.27
4.250	98.33

Fisher Pivots for day following 23-Apr-2012
Pivot	1 day	3 day
R1	104.38	104.56
PP	104.18	104.54
S1	103.99	104.52

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

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