NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 06-Jul-2012

Day Change Summary
	Previous	Current
	05-Jul-2012	06-Jul-2012	Change	Change %	Previous Week
Open	88.77	88.05	-0.72	-0.8%	86.21
High	90.03	88.05	-1.98	-2.2%	90.03
Low	87.65	85.24	-2.41	-2.7%	83.34
Close	88.37	85.66	-2.71	-3.1%	85.66
Range	2.38	2.81	0.43	18.1%	6.69
ATR	2.83	2.85	0.02	0.8%	0.00
Volume	20,309	34,909	14,600	71.9%	106,112

Daily Pivots for day following 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.75	93.01	87.21
R3	91.94	90.20	86.43
R2	89.13	89.13	86.18
R1	87.39	87.39	85.92	86.86
PP	86.32	86.32	86.32	86.05
S1	84.58	84.58	85.40	84.05
S2	83.51	83.51	85.14
S3	80.70	81.77	84.89
S4	77.89	78.96	84.11

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.41	102.73	89.34
R3	99.72	96.04	87.50
R2	93.03	93.03	86.89
R1	89.35	89.35	86.27	87.85
PP	86.34	86.34	86.34	85.59
S1	82.66	82.66	85.05	81.16
S2	79.65	79.65	84.43
S3	72.96	75.97	83.82
S4	66.27	69.28	81.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.03	79.80	10.23	11.9%	3.81	4.5%	57%	False	False	26,167
10	90.03	78.83	11.20	13.1%	3.03	3.5%	61%	False	False	23,355
20	90.03	78.83	11.20	13.1%	2.85	3.3%	61%	False	False	21,588
40	98.85	78.83	20.02	23.4%	2.42	2.8%	34%	False	False	15,147
60	107.15	78.83	28.32	33.1%	2.10	2.4%	24%	False	False	13,267
80	109.80	78.83	30.97	36.2%	1.98	2.3%	22%	False	False	11,611
100	110.08	78.83	31.25	36.5%	1.80	2.1%	22%	False	False	10,837

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.99
2.618	95.41
1.618	92.60
1.000	90.86
0.618	89.79
HIGH	88.05
0.618	86.98
0.500	86.65
0.382	86.31
LOW	85.24
0.618	83.50
1.000	82.43
1.618	80.69
2.618	77.88
4.250	73.30

Fisher Pivots for day following 06-Jul-2012
Pivot	1 day	3 day
R1	86.65	87.45
PP	86.32	86.85
S1	85.99	86.26

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

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