NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 15-May-2012

Day Change Summary
	Previous	Current
	14-May-2012	15-May-2012	Change	Change %	Previous Week
Open	97.00	95.68	-1.32	-1.4%	99.40
High	97.33	96.92	-0.41	-0.4%	99.60
Low	95.28	94.70	-0.58	-0.6%	96.74
Close	96.29	95.58	-0.71	-0.7%	97.61
Range	2.05	2.22	0.17	8.3%	2.86
ATR	1.95	1.97	0.02	1.0%	0.00
Volume	35,787	34,596	-1,191	-3.3%	280,091

Daily Pivots for day following 15-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.39	101.21	96.80
R3	100.17	98.99	96.19
R2	97.95	97.95	95.99
R1	96.77	96.77	95.78	96.25
PP	95.73	95.73	95.73	95.48
S1	94.55	94.55	95.38	94.03
S2	93.51	93.51	95.17
S3	91.29	92.33	94.97
S4	89.07	90.11	94.36

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.56	104.95	99.18
R3	103.70	102.09	98.40
R2	100.84	100.84	98.13
R1	99.23	99.23	97.87	98.61
PP	97.98	97.98	97.98	97.67
S1	96.37	96.37	97.35	95.75
S2	95.12	95.12	97.09
S3	92.26	93.51	96.82
S4	89.40	90.65	96.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.00	94.70	4.30	4.5%	1.82	1.9%	20%	False	True	41,895
10	106.92	94.70	12.22	12.8%	2.29	2.4%	7%	False	True	53,858
20	107.29	94.70	12.59	13.2%	1.83	1.9%	7%	False	True	47,517
40	110.02	94.70	15.32	16.0%	1.86	1.9%	6%	False	True	43,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	106.36
2.618	102.73
1.618	100.51
1.000	99.14
0.618	98.29
HIGH	96.92
0.618	96.07
0.500	95.81
0.382	95.55
LOW	94.70
0.618	93.33
1.000	92.48
1.618	91.11
2.618	88.89
4.250	85.27

Fisher Pivots for day following 15-May-2012
Pivot	1 day	3 day
R1	95.81	96.61
PP	95.73	96.27
S1	95.66	95.92

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

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