NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	79.74	81.26	1.52	1.9%	86.54
High	81.50	81.76	0.26	0.3%	86.54
Low	78.84	79.30	0.46	0.6%	78.84
Close	80.94	80.44	-0.50	-0.6%	80.94
Range	2.66	2.46	-0.20	-7.5%	7.70
ATR	2.45	2.45	0.00	0.0%	0.00
Volume	28,977	19,106	-9,871	-34.1%	98,464

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.88	86.62	81.79
R3	85.42	84.16	81.12
R2	82.96	82.96	80.89
R1	81.70	81.70	80.67	81.10
PP	80.50	80.50	80.50	80.20
S1	79.24	79.24	80.21	78.64
S2	78.04	78.04	79.99
S3	75.58	76.78	79.76
S4	73.12	74.32	79.09

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.21	100.77	85.18
R3	97.51	93.07	83.06
R2	89.81	89.81	82.35
R1	85.37	85.37	81.65	83.74
PP	82.11	82.11	82.11	81.29
S1	77.67	77.67	80.23	76.04
S2	74.41	74.41	79.53
S3	66.71	69.97	78.82
S4	59.01	62.27	76.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.69	78.84	6.85	8.5%	2.76	3.4%	23%	False	False	21,912
10	86.54	78.84	7.70	9.6%	2.41	3.0%	21%	False	False	19,818
20	93.25	78.84	14.41	17.9%	2.61	3.2%	11%	False	False	16,037
40	107.15	78.84	28.31	35.2%	2.18	2.7%	6%	False	False	12,687
60	107.51	78.84	28.67	35.6%	1.93	2.4%	6%	False	False	11,119
80	109.80	78.84	30.96	38.5%	1.77	2.2%	5%	False	False	10,017

Crabel Price Patterns
NR	True
NR4	True
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	0.38
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.22
2.618	88.20
1.618	85.74
1.000	84.22
0.618	83.28
HIGH	81.76
0.618	80.82
0.500	80.53
0.382	80.24
LOW	79.30
0.618	77.78
1.000	76.84
1.618	75.32
2.618	72.86
4.250	68.85

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	80.53	80.57
PP	80.50	80.53
S1	80.47	80.48

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

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