NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	88.65	89.35	0.70	0.8%	88.46
High	89.96	91.06	1.10	1.2%	93.72
Low	87.50	88.69	1.19	1.4%	87.70
Close	89.57	90.00	0.43	0.5%	92.39
Range	2.46	2.37	-0.09	-3.7%	6.02
ATR	2.48	2.48	-0.01	-0.3%	0.00
Volume	26,468	31,337	4,869	18.4%	130,095

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	97.03	95.88	91.30
R3	94.66	93.51	90.65
R2	92.29	92.29	90.43
R1	91.14	91.14	90.22	91.72
PP	89.92	89.92	89.92	90.20
S1	88.77	88.77	89.78	89.35
S2	87.55	87.55	89.57
S3	85.18	86.40	89.35
S4	82.81	84.03	88.70

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	93.10	87.50	5.60	6.2%	2.34	2.6%	45%	False	False	28,227
10	93.72	86.87	6.85	7.6%	2.16	2.4%	46%	False	False	25,427
20	93.72	78.83	14.89	16.5%	2.62	2.9%	75%	False	False	24,949
40	93.72	78.83	14.89	16.5%	2.57	2.9%	75%	False	False	20,952
60	106.76	78.83	27.93	31.0%	2.33	2.6%	40%	False	False	17,129
80	107.35	78.83	28.52	31.7%	2.08	2.3%	39%	False	False	14,827
100	109.80	78.83	30.97	34.4%	1.96	2.2%	36%	False	False	13,192

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.13
2.618	97.26
1.618	94.89
1.000	93.43
0.618	92.52
HIGH	91.06
0.618	90.15
0.500	89.88
0.382	89.60
LOW	88.69
0.618	87.23
1.000	86.32
1.618	84.86
2.618	82.49
4.250	78.62

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	89.96	89.76
PP	89.92	89.52
S1	89.88	89.28

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

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