NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	104.69	105.67	0.98	0.9%	104.50
High	105.95	105.67	-0.28	-0.3%	105.95
Low	104.50	104.68	0.18	0.2%	103.25
Close	105.59	105.04	-0.55	-0.5%	105.04
Range	1.45	0.99	-0.46	-31.7%	2.70
ATR	1.99	1.92	-0.07	-3.6%	0.00
Volume	45,492	58,755	13,263	29.2%	206,413

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.10	107.56	105.58
R3	107.11	106.57	105.31
R2	106.12	106.12	105.22
R1	105.58	105.58	105.13	105.36
PP	105.13	105.13	105.13	105.02
S1	104.59	104.59	104.95	104.37
S2	104.14	104.14	104.86
S3	103.15	103.60	104.77
S4	102.16	102.61	104.50

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.85	111.64	106.53
R3	110.15	108.94	105.78
R2	107.45	107.45	105.54
R1	106.24	106.24	105.29	106.85
PP	104.75	104.75	104.75	105.05
S1	103.54	103.54	104.79	104.15
S2	102.05	102.05	104.55
S3	99.35	100.84	104.30
S4	96.65	98.14	103.56

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%	1.62	1.5%	66%	False	False	41,282
10	107.68	103.25	4.43	4.2%	1.86	1.8%	40%	False	False	41,484
20	110.02	103.25	6.77	6.4%	1.89	1.8%	26%	False	False	40,195

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	109.88
2.618	108.26
1.618	107.27
1.000	106.66
0.618	106.28
HIGH	105.67
0.618	105.29
0.500	105.18
0.382	105.06
LOW	104.68
0.618	104.07
1.000	103.69
1.618	103.08
2.618	102.09
4.250	100.47

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	105.18	104.91
PP	105.13	104.78
S1	105.09	104.66

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

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