NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	104.88	105.56	0.68	0.6%	104.43
High	105.54	106.02	0.48	0.5%	106.16
Low	104.40	105.12	0.72	0.7%	103.67
Close	105.31	105.78	0.47	0.4%	105.16
Range	1.14	0.90	-0.24	-21.1%	2.49
ATR	1.50	1.46	-0.04	-2.9%	0.00
Volume	7,302	10,909	3,607	49.4%	44,605

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.34	107.96	106.28
R3	107.44	107.06	106.03
R2	106.54	106.54	105.95
R1	106.16	106.16	105.86	106.35
PP	105.64	105.64	105.64	105.74
S1	105.26	105.26	105.70	105.45
S2	104.74	104.74	105.62
S3	103.84	104.36	105.53
S4	102.94	103.46	105.29

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	106.02	103.39	2.63	2.5%	1.05	1.0%	91%	True	False	7,514
10	106.16	103.39	2.77	2.6%	1.17	1.1%	86%	False	False	8,821
20	107.55	103.29	4.26	4.0%	1.53	1.4%	58%	False	False	7,837
40	109.80	103.29	6.51	6.2%	1.39	1.3%	38%	False	False	7,333

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.85
2.618	108.38
1.618	107.48
1.000	106.92
0.618	106.58
HIGH	106.02
0.618	105.68
0.500	105.57
0.382	105.46
LOW	105.12
0.618	104.56
1.000	104.22
1.618	103.66
2.618	102.76
4.250	101.30

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	105.71	105.57
PP	105.64	105.37
S1	105.57	105.16

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

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