NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	90.24	88.60	-1.64	-1.8%	91.88
High	90.95	90.05	-0.90	-1.0%	92.10
Low	88.00	88.15	0.15	0.2%	87.50
Close	88.72	89.52	0.80	0.9%	90.79
Range	2.95	1.90	-1.05	-35.6%	4.60
ATR	2.37	2.34	-0.03	-1.4%	0.00
Volume	45,952	40,954	-4,998	-10.9%	123,461

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.94	94.13	90.57
R3	93.04	92.23	90.04
R2	91.14	91.14	89.87
R1	90.33	90.33	89.69	90.74
PP	89.24	89.24	89.24	89.44
S1	88.43	88.43	89.35	88.84
S2	87.34	87.34	89.17
S3	85.44	86.53	89.00
S4	83.54	84.63	88.48

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	91.50	88.00	3.50	3.9%	2.01	2.2%	43%	False	False	32,779
10	93.72	87.50	6.22	6.9%	2.22	2.5%	32%	False	False	30,234
20	93.72	84.91	8.81	9.8%	2.15	2.4%	52%	False	False	26,715
40	93.72	78.83	14.89	16.6%	2.50	2.8%	72%	False	False	23,305
60	98.98	78.83	20.15	22.5%	2.30	2.6%	53%	False	False	18,484
80	107.15	78.83	28.32	31.6%	2.09	2.3%	38%	False	False	16,155
100	109.80	78.83	30.97	34.6%	1.99	2.2%	35%	False	False	14,206

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.13
2.618	95.02
1.618	93.12
1.000	91.95
0.618	91.22
HIGH	90.05
0.618	89.32
0.500	89.10
0.382	88.88
LOW	88.15
0.618	86.98
1.000	86.25
1.618	85.08
2.618	83.18
4.250	80.08

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	89.38	89.75
PP	89.24	89.67
S1	89.10	89.60

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

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