NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	91.00	92.88	1.88	2.1%	88.46
High	93.72	93.10	-0.62	-0.7%	93.72
Low	90.88	91.48	0.60	0.7%	87.70
Close	93.50	92.39	-1.11	-1.2%	92.39
Range	2.84	1.62	-1.22	-43.0%	6.02
ATR	2.48	2.45	-0.03	-1.3%	0.00
Volume	28,645	34,760	6,115	21.3%	130,095

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.18	96.41	93.28
R3	95.56	94.79	92.84
R2	93.94	93.94	92.69
R1	93.17	93.17	92.54	92.75
PP	92.32	92.32	92.32	92.11
S1	91.55	91.55	92.24	91.13
S2	90.70	90.70	92.09
S3	89.08	89.93	91.94
S4	87.46	88.31	91.50

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.33	106.88	95.70
R3	103.31	100.86	94.05
R2	97.29	97.29	93.49
R1	94.84	94.84	92.94	96.07
PP	91.27	91.27	91.27	91.88
S1	88.82	88.82	91.84	90.05
S2	85.25	85.25	91.29
S3	79.23	82.80	90.73
S4	73.21	76.78	89.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.72	87.70	6.02	6.5%	1.93	2.1%	78%	False	False	26,019
10	93.72	84.91	8.81	9.5%	2.01	2.2%	85%	False	False	24,015
20	93.72	78.83	14.89	16.1%	2.52	2.7%	91%	False	False	23,685
40	93.72	78.83	14.89	16.1%	2.49	2.7%	91%	False	False	19,050
60	107.15	78.83	28.32	30.7%	2.24	2.4%	48%	False	False	15,839
80	108.69	78.83	29.86	32.3%	2.07	2.2%	45%	False	False	13,750
100	109.80	78.83	30.97	33.5%	1.91	2.1%	44%	False	False	12,390

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.99
2.618	97.34
1.618	95.72
1.000	94.72
0.618	94.10
HIGH	93.10
0.618	92.48
0.500	92.29
0.382	92.10
LOW	91.48
0.618	90.48
1.000	89.86
1.618	88.86
2.618	87.24
4.250	84.60

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	92.36	92.15
PP	92.32	91.90
S1	92.29	91.66

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

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