NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	89.35	90.00	0.65	0.7%	91.88
High	91.06	91.08	0.02	0.0%	92.10
Low	88.69	89.74	1.05	1.2%	87.50
Close	90.00	90.79	0.79	0.9%	90.79
Range	2.37	1.34	-1.03	-43.5%	4.60
ATR	2.48	2.39	-0.08	-3.3%	0.00
Volume	31,337	17,084	-14,253	-45.5%	123,461

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.56	94.01	91.53
R3	93.22	92.67	91.16
R2	91.88	91.88	91.04
R1	91.33	91.33	90.91	91.61
PP	90.54	90.54	90.54	90.67
S1	89.99	89.99	90.67	90.27
S2	89.20	89.20	90.54
S3	87.86	88.65	90.42
S4	86.52	87.31	90.05

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.93	101.96	93.32
R3	99.33	97.36	92.06
R2	94.73	94.73	91.63
R1	92.76	92.76	91.21	91.45
PP	90.13	90.13	90.13	89.47
S1	88.16	88.16	90.37	86.85
S2	85.53	85.53	89.95
S3	80.93	83.56	89.53
S4	76.33	78.96	88.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.10	87.50	4.60	5.1%	2.28	2.5%	72%	False	False	24,692
10	93.72	87.50	6.22	6.9%	2.11	2.3%	53%	False	False	25,355
20	93.72	79.80	13.92	15.3%	2.53	2.8%	79%	False	False	24,722
40	93.72	78.83	14.89	16.4%	2.54	2.8%	80%	False	False	21,204
60	106.34	78.83	27.51	30.3%	2.34	2.6%	43%	False	False	17,214
80	107.15	78.83	28.32	31.2%	2.08	2.3%	42%	False	False	14,964
100	109.80	78.83	30.97	34.1%	1.96	2.2%	39%	False	False	13,318

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.50
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	96.78
2.618	94.59
1.618	93.25
1.000	92.42
0.618	91.91
HIGH	91.08
0.618	90.57
0.500	90.41
0.382	90.25
LOW	89.74
0.618	88.91
1.000	88.40
1.618	87.57
2.618	86.23
4.250	84.05

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	90.66	90.29
PP	90.54	89.79
S1	90.41	89.29

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

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