NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	103.55	104.69	1.14	1.1%	105.73
High	105.18	105.95	0.77	0.7%	107.68
Low	103.36	104.50	1.14	1.1%	103.78
Close	104.78	105.59	0.81	0.8%	105.64
Range	1.82	1.45	-0.37	-20.3%	3.90
ATR	2.03	1.99	-0.04	-2.0%	0.00
Volume	43,757	45,492	1,735	4.0%	166,566

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.70	109.09	106.39
R3	108.25	107.64	105.99
R2	106.80	106.80	105.86
R1	106.19	106.19	105.72	106.50
PP	105.35	105.35	105.35	105.50
S1	104.74	104.74	105.46	105.05
S2	103.90	103.90	105.32
S3	102.45	103.29	105.19
S4	101.00	101.84	104.79

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.40	115.42	107.79
R3	113.50	111.52	106.71
R2	109.60	109.60	106.36
R1	107.62	107.62	106.00	106.66
PP	105.70	105.70	105.70	105.22
S1	103.72	103.72	105.28	102.76
S2	101.80	101.80	104.93
S3	97.90	99.82	104.57
S4	94.00	95.92	103.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.95	103.25	2.70	2.6%	1.81	1.7%	87%	True	False	40,506
10	107.81	103.25	4.56	4.3%	2.11	2.0%	51%	False	False	40,035
20	110.02	103.25	6.77	6.4%	1.94	1.8%	35%	False	False	39,598

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.44
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	112.11
2.618	109.75
1.618	108.30
1.000	107.40
0.618	106.85
HIGH	105.95
0.618	105.40
0.500	105.23
0.382	105.05
LOW	104.50
0.618	103.60
1.000	103.05
1.618	102.15
2.618	100.70
4.250	98.34

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	105.47	105.26
PP	105.35	104.93
S1	105.23	104.60

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

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