NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	92.80	91.87	-0.93	-1.0%	97.00
High	92.80	92.74	-0.06	-0.1%	97.33
Low	90.63	91.19	0.56	0.6%	92.43
Close	91.25	91.85	0.60	0.7%	92.95
Range	2.17	1.55	-0.62	-28.6%	4.90
ATR	2.00	1.97	-0.03	-1.6%	0.00
Volume	44,727	48,798	4,071	9.1%	212,735

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.58	95.76	92.70
R3	95.03	94.21	92.28
R2	93.48	93.48	92.13
R1	92.66	92.66	91.99	92.30
PP	91.93	91.93	91.93	91.74
S1	91.11	91.11	91.71	90.75
S2	90.38	90.38	91.57
S3	88.83	89.56	91.42
S4	87.28	88.01	91.00

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	94.45	90.63	3.82	4.2%	1.91	2.1%	32%	False	False	42,648
10	98.52	90.63	7.89	8.6%	1.92	2.1%	15%	False	False	41,410
20	107.29	90.63	16.66	18.1%	2.01	2.2%	7%	False	False	47,404
40	107.81	90.63	17.18	18.7%	1.89	2.1%	7%	False	False	44,852

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 9 trading days

Fibonacci Retracements and Extensions
4.250	99.33
2.618	96.80
1.618	95.25
1.000	94.29
0.618	93.70
HIGH	92.74
0.618	92.15
0.500	91.97
0.382	91.78
LOW	91.19
0.618	90.23
1.000	89.64
1.618	88.68
2.618	87.13
4.250	84.60

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	91.97	92.50
PP	91.93	92.28
S1	91.89	92.07

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

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