NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 30-Mar-2012

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	107.81	105.49	-2.32	-2.2%	108.49
High	107.81	106.26	-1.55	-1.4%	109.39
Low	104.38	104.98	0.60	0.6%	104.38
Close	105.02	105.23	0.21	0.2%	105.23
Range	3.43	1.28	-2.15	-62.7%	5.01
ATR
Volume	44,264	41,869	-2,395	-5.4%	185,494

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.33	108.56	105.93
R3	108.05	107.28	105.58
R2	106.77	106.77	105.46
R1	106.00	106.00	105.35	105.75
PP	105.49	105.49	105.49	105.36
S1	104.72	104.72	105.11	104.47
S2	104.21	104.21	105.00
S3	102.93	103.44	104.88
S4	101.65	102.16	104.53

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	121.36	118.31	107.99
R3	116.35	113.30	106.61
R2	111.34	111.34	106.15
R1	108.29	108.29	105.69	107.31
PP	106.33	106.33	106.33	105.85
S1	103.28	103.28	104.77	102.30
S2	101.32	101.32	104.31
S3	96.31	98.27	103.85
S4	91.30	93.26	102.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.39	104.38	5.01	4.8%	1.76	1.7%	17%	False	False	37,098
10	110.02	104.38	5.64	5.4%	1.84	1.8%	15%	False	False	38,495

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	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.70
2.618	109.61
1.618	108.33
1.000	107.54
0.618	107.05
HIGH	106.26
0.618	105.77
0.500	105.62
0.382	105.47
LOW	104.98
0.618	104.19
1.000	103.70
1.618	102.91
2.618	101.63
4.250	99.54

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	105.62	106.64
PP	105.49	106.17
S1	105.36	105.70

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

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