NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 16-Apr-2012

Day Change Summary
	Previous	Current
	13-Apr-2012	16-Apr-2012	Change	Change %	Previous Week
Open	105.67	104.85	-0.82	-0.8%	104.50
High	105.67	105.26	-0.41	-0.4%	105.95
Low	104.68	103.78	-0.90	-0.9%	103.25
Close	105.04	104.70	-0.34	-0.3%	105.04
Range	0.99	1.48	0.49	49.5%	2.70
ATR	1.92	1.89	-0.03	-1.6%	0.00
Volume	58,755	26,952	-31,803	-54.1%	206,413

Daily Pivots for day following 16-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.02	108.34	105.51
R3	107.54	106.86	105.11
R2	106.06	106.06	104.97
R1	105.38	105.38	104.84	104.98
PP	104.58	104.58	104.58	104.38
S1	103.90	103.90	104.56	103.50
S2	103.10	103.10	104.43
S3	101.62	102.42	104.29
S4	100.14	100.94	103.89

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%	1.58	1.5%	54%	False	False	39,804
10	107.68	103.25	4.43	4.2%	1.88	1.8%	33%	False	False	39,993
20	110.02	103.25	6.77	6.5%	1.86	1.8%	21%	False	False	39,244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.55
2.618	109.13
1.618	107.65
1.000	106.74
0.618	106.17
HIGH	105.26
0.618	104.69
0.500	104.52
0.382	104.35
LOW	103.78
0.618	102.87
1.000	102.30
1.618	101.39
2.618	99.91
4.250	97.49

Fisher Pivots for day following 16-Apr-2012
Pivot	1 day	3 day
R1	104.64	104.87
PP	104.58	104.81
S1	104.52	104.76

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

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