NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	106.12	105.85	-0.27	-0.3%	104.38
High	106.12	107.15	1.03	1.0%	106.05
Low	105.24	105.54	0.30	0.3%	103.39
Close	105.86	106.98	1.12	1.1%	106.04
Range	0.88	1.61	0.73	83.0%	2.66
ATR	1.38	1.40	0.02	1.2%	0.00
Volume	4,777	6,960	2,183	45.7%	37,406

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.39	110.79	107.87
R3	109.78	109.18	107.42
R2	108.17	108.17	107.28
R1	107.57	107.57	107.13	107.87
PP	106.56	106.56	106.56	106.71
S1	105.96	105.96	106.83	106.26
S2	104.95	104.95	106.68
S3	103.34	104.35	106.54
S4	101.73	102.74	106.09

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.14	112.25	107.50
R3	110.48	109.59	106.77
R2	107.82	107.82	106.53
R1	106.93	106.93	106.28	107.38
PP	105.16	105.16	105.16	105.38
S1	104.27	104.27	105.80	104.72
S2	102.50	102.50	105.55
S3	99.84	101.61	105.31
S4	97.18	98.95	104.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.15	104.40	2.75	2.6%	1.10	1.0%	94%	True	False	7,255
10	107.15	103.39	3.76	3.5%	1.12	1.0%	95%	True	False	7,624
20	107.35	103.29	4.06	3.8%	1.32	1.2%	91%	False	False	7,922
40	109.80	103.29	6.51	6.1%	1.39	1.3%	57%	False	False	7,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	113.99
2.618	111.36
1.618	109.75
1.000	108.76
0.618	108.14
HIGH	107.15
0.618	106.53
0.500	106.35
0.382	106.16
LOW	105.54
0.618	104.55
1.000	103.93
1.618	102.94
2.618	101.33
4.250	98.70

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	106.77	106.70
PP	106.56	106.41
S1	106.35	106.13

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

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