NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 18-May-2012

Day Change Summary
	Previous	Current
	17-May-2012	18-May-2012	Change	Change %	Previous Week
Open	94.49	94.10	-0.39	-0.4%	97.00
High	95.35	94.21	-1.14	-1.2%	97.33
Low	93.55	92.43	-1.12	-1.2%	92.43
Close	94.00	92.95	-1.05	-1.1%	92.95
Range	1.80	1.78	-0.02	-1.1%	4.90
ATR	1.97	1.96	-0.01	-0.7%	0.00
Volume	54,279	48,376	-5,903	-10.9%	212,735

Daily Pivots for day following 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.54	97.52	93.93
R3	96.76	95.74	93.44
R2	94.98	94.98	93.28
R1	93.96	93.96	93.11	93.58
PP	93.20	93.20	93.20	93.01
S1	92.18	92.18	92.79	91.80
S2	91.42	91.42	92.62
S3	89.64	90.40	92.46
S4	87.86	88.62	91.97

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.94	105.84	95.65
R3	104.04	100.94	94.30
R2	99.14	99.14	93.85
R1	96.04	96.04	93.40	95.14
PP	94.24	94.24	94.24	93.79
S1	91.14	91.14	92.50	90.24
S2	89.34	89.34	92.05
S3	84.44	86.24	91.60
S4	79.54	81.34	90.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.33	92.43	4.90	5.3%	2.02	2.2%	11%	False	True	42,547
10	99.60	92.43	7.17	7.7%	1.99	2.1%	7%	False	True	49,282
20	107.29	92.43	14.86	16.0%	1.88	2.0%	3%	False	True	46,948
40	110.02	92.43	17.59	18.9%	1.87	2.0%	3%	False	True	44,223

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	0.39
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	101.78
2.618	98.87
1.618	97.09
1.000	95.99
0.618	95.31
HIGH	94.21
0.618	93.53
0.500	93.32
0.382	93.11
LOW	92.43
0.618	91.33
1.000	90.65
1.618	89.55
2.618	87.77
4.250	84.87

Fisher Pivots for day following 18-May-2012
Pivot	1 day	3 day
R1	93.32	94.07
PP	93.20	93.70
S1	93.07	93.32

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

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