NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 05-Apr-2012

Day Change Summary
	Previous	Current
	04-Apr-2012	05-Apr-2012	Change	Change %	Previous Week
Open	106.37	104.45	-1.92	-1.8%	108.49
High	106.44	105.74	-0.70	-0.7%	109.39
Low	103.78	103.82	0.04	0.0%	104.38
Close	104.12	105.64	1.52	1.5%	105.23
Range	2.66	1.92	-0.74	-27.8%	5.01
ATR	2.03	2.03	-0.01	-0.4%	0.00
Volume	40,127	54,875	14,748	36.8%	185,494

Daily Pivots for day following 05-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.83	110.15	106.70
R3	108.91	108.23	106.17
R2	106.99	106.99	105.99
R1	106.31	106.31	105.82	106.65
PP	105.07	105.07	105.07	105.24
S1	104.39	104.39	105.46	104.73
S2	103.15	103.15	105.29
S3	101.23	102.47	105.11
S4	99.31	100.55	104.58

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	107.68	103.78	3.90	3.7%	2.11	2.0%	48%	False	False	41,687
10	110.02	103.78	6.24	5.9%	2.10	2.0%	30%	False	False	39,241

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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.90
2.618	110.77
1.618	108.85
1.000	107.66
0.618	106.93
HIGH	105.74
0.618	105.01
0.500	104.78
0.382	104.55
LOW	103.82
0.618	102.63
1.000	101.90
1.618	100.71
2.618	98.79
4.250	95.66

Fisher Pivots for day following 05-Apr-2012
Pivot	1 day	3 day
R1	105.35	105.66
PP	105.07	105.65
S1	104.78	105.65

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

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