NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	87.55	83.19	-4.36	-5.0%	92.20
High	87.65	85.38	-2.27	-2.6%	93.25
Low	83.60	82.57	-1.03	-1.2%	83.60
Close	84.46	85.09	0.63	0.7%	84.46
Range	4.05	2.81	-1.24	-30.6%	9.65
ATR	2.03	2.08	0.06	2.8%	0.00
Volume	9,028	11,164	2,136	23.7%	30,695

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.78	91.74	86.64
R3	89.97	88.93	85.86
R2	87.16	87.16	85.61
R1	86.12	86.12	85.35	86.64
PP	84.35	84.35	84.35	84.61
S1	83.31	83.31	84.83	83.83
S2	81.54	81.54	84.57
S3	78.73	80.50	84.32
S4	75.92	77.69	83.54

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.05	109.91	89.77
R3	106.40	100.26	87.11
R2	96.75	96.75	86.23
R1	90.61	90.61	85.34	88.86
PP	87.10	87.10	87.10	86.23
S1	80.96	80.96	83.58	79.21
S2	77.45	77.45	82.69
S3	67.80	71.31	81.81
S4	58.15	61.66	79.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.25	82.57	10.68	12.6%	2.80	3.3%	24%	False	True	8,371
10	94.19	82.57	11.62	13.7%	2.17	2.6%	22%	False	True	7,730
20	99.31	82.57	16.74	19.7%	1.94	2.3%	15%	False	True	9,185
40	107.15	82.57	24.58	28.9%	1.69	2.0%	10%	False	True	8,867
60	109.80	82.57	27.23	32.0%	1.65	1.9%	9%	False	True	8,106

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	True
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.32
2.618	92.74
1.618	89.93
1.000	88.19
0.618	87.12
HIGH	85.38
0.618	84.31
0.500	83.98
0.382	83.64
LOW	82.57
0.618	80.83
1.000	79.76
1.618	78.02
2.618	75.21
4.250	70.63

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	84.72	85.92
PP	84.35	85.64
S1	83.98	85.37

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

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