NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 08-Jun-2012

Day Change Summary
	Previous	Current
	07-Jun-2012	08-Jun-2012	Change	Change %	Previous Week
Open	86.76	85.07	-1.69	-1.9%	83.19
High	88.11	85.83	-2.28	-2.6%	88.11
Low	84.82	83.32	-1.50	-1.8%	82.57
Close	86.11	85.41	-0.70	-0.8%	85.41
Range	3.29	2.51	-0.78	-23.7%	5.54
ATR	2.11	2.16	0.05	2.3%	0.00
Volume	13,884	20,972	7,088	51.1%	64,734

Daily Pivots for day following 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.38	91.41	86.79
R3	89.87	88.90	86.10
R2	87.36	87.36	85.87
R1	86.39	86.39	85.64	86.88
PP	84.85	84.85	84.85	85.10
S1	83.88	83.88	85.18	84.37
S2	82.34	82.34	84.95
S3	79.83	81.37	84.72
S4	77.32	78.86	84.03

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.98	99.24	88.46
R3	96.44	93.70	86.93
R2	90.90	90.90	86.43
R1	88.16	88.16	85.92	89.53
PP	85.36	85.36	85.36	86.05
S1	82.62	82.62	84.90	83.99
S2	79.82	79.82	84.39
S3	74.28	77.08	83.89
S4	68.74	71.54	82.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.11	82.57	5.54	6.5%	2.36	2.8%	51%	False	False	12,946
10	93.25	82.57	10.68	12.5%	2.38	2.8%	27%	False	False	10,091
20	98.26	82.57	15.69	18.4%	2.05	2.4%	18%	False	False	9,249
40	107.15	82.57	24.58	28.8%	1.76	2.1%	12%	False	False	9,417
60	109.80	82.57	27.23	31.9%	1.72	2.0%	10%	False	False	8,511
80	110.08	82.57	27.51	32.2%	1.56	1.8%	10%	False	False	8,359

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	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.50
2.618	92.40
1.618	89.89
1.000	88.34
0.618	87.38
HIGH	85.83
0.618	84.87
0.500	84.58
0.382	84.28
LOW	83.32
0.618	81.77
1.000	80.81
1.618	79.26
2.618	76.75
4.250	72.65

Fisher Pivots for day following 08-Jun-2012
Pivot	1 day	3 day
R1	85.13	85.72
PP	84.85	85.61
S1	84.58	85.51

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

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