NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	79.81	86.21	6.40	8.0%	81.26
High	86.52	86.21	-0.31	-0.4%	86.52
Low	79.80	83.34	3.54	4.4%	78.83
Close	86.21	84.98	-1.23	-1.4%	86.21
Range	6.72	2.87	-3.85	-57.3%	7.69
ATR	2.75	2.76	0.01	0.3%	0.00
Volume	24,723	24,237	-486	-2.0%	98,461

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.45	92.09	86.56
R3	90.58	89.22	85.77
R2	87.71	87.71	85.51
R1	86.35	86.35	85.24	85.60
PP	84.84	84.84	84.84	84.47
S1	83.48	83.48	84.72	82.73
S2	81.97	81.97	84.45
S3	79.10	80.61	84.19
S4	76.23	77.74	83.40

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.92	104.26	90.44
R3	99.23	96.57	88.32
R2	91.54	91.54	87.62
R1	88.88	88.88	86.91	90.21
PP	83.85	83.85	83.85	84.52
S1	81.19	81.19	85.51	82.52
S2	76.16	76.16	84.80
S3	68.47	73.50	84.10
S4	60.78	65.81	81.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.52	78.83	7.69	9.0%	3.15	3.7%	80%	False	False	20,718
10	86.52	78.83	7.69	9.0%	2.96	3.5%	80%	False	False	21,315
20	88.11	78.83	9.28	10.9%	2.70	3.2%	66%	False	False	19,124
40	99.31	78.83	20.48	24.1%	2.32	2.7%	30%	False	False	14,154
60	107.15	78.83	28.32	33.3%	2.02	2.4%	22%	False	False	12,286
80	109.80	78.83	30.97	36.4%	1.91	2.2%	20%	False	False	10,860

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.41
2.618	93.72
1.618	90.85
1.000	89.08
0.618	87.98
HIGH	86.21
0.618	85.11
0.500	84.78
0.382	84.44
LOW	83.34
0.618	81.57
1.000	80.47
1.618	78.70
2.618	75.83
4.250	71.14

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	84.91	84.21
PP	84.84	83.44
S1	84.78	82.68

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

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