NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	84.83	85.43	0.60	0.7%	92.18
High	85.71	86.22	0.51	0.6%	93.44
Low	82.71	84.65	1.94	2.3%	83.81
Close	85.33	85.53	0.20	0.2%	84.71
Range	3.00	1.57	-1.43	-47.7%	9.63
ATR	2.25	2.20	-0.05	-2.1%	0.00
Volume	64,361	56,409	-7,952	-12.4%	174,806

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.18	89.42	86.39
R3	88.61	87.85	85.96
R2	87.04	87.04	85.82
R1	86.28	86.28	85.67	86.66
PP	85.47	85.47	85.47	85.66
S1	84.71	84.71	85.39	85.09
S2	83.90	83.90	85.24
S3	82.33	83.14	85.10
S4	80.76	81.57	84.67

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.21	110.09	90.01
R3	106.58	100.46	87.36
R2	96.95	96.95	86.48
R1	90.83	90.83	85.59	89.08
PP	87.32	87.32	87.32	86.44
S1	81.20	81.20	83.83	79.45
S2	77.69	77.69	82.94
S3	68.06	71.57	82.06
S4	58.43	61.94	79.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.02	82.71	9.31	10.9%	2.87	3.4%	30%	False	False	54,191
10	94.37	82.71	11.66	13.6%	2.30	2.7%	24%	False	False	45,233
20	99.41	82.71	16.70	19.5%	2.12	2.5%	17%	False	False	44,639
40	107.29	82.71	24.58	28.7%	1.94	2.3%	11%	False	False	45,810

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	0.44
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	92.89
2.618	90.33
1.618	88.76
1.000	87.79
0.618	87.19
HIGH	86.22
0.618	85.62
0.500	85.44
0.382	85.25
LOW	84.65
0.618	83.68
1.000	83.08
1.618	82.11
2.618	80.54
4.250	77.98

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	85.50	85.46
PP	85.47	85.39
S1	85.44	85.32

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

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