NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	82.84	79.85	-2.99	-3.6%	86.10
High	82.84	81.82	-1.02	-1.2%	87.11
Low	79.61	79.19	-0.42	-0.5%	79.19
Close	79.83	81.32	1.49	1.9%	81.32
Range	3.23	2.63	-0.60	-18.6%	7.92
ATR	2.55	2.56	0.01	0.2%	0.00
Volume	83,575	64,035	-19,540	-23.4%	250,102

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	88.67	87.62	82.77
R3	86.04	84.99	82.04
R2	83.41	83.41	81.80
R1	82.36	82.36	81.56	82.89
PP	80.78	80.78	80.78	81.04
S1	79.73	79.73	81.08	80.26
S2	78.15	78.15	80.84
S3	75.52	77.10	80.60
S4	72.89	74.47	79.87

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.30	101.73	85.68
R3	98.38	93.81	83.50
R2	90.46	90.46	82.77
R1	85.89	85.89	82.05	84.22
PP	82.54	82.54	82.54	81.70
S1	77.97	77.97	80.59	76.30
S2	74.62	74.62	79.87
S3	66.70	70.05	79.14
S4	58.78	62.13	76.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.11	79.19	7.92	9.7%	2.99	3.7%	27%	False	True	50,020
10	88.20	79.19	9.01	11.1%	2.76	3.4%	24%	False	True	47,316
20	93.44	79.19	14.25	17.5%	2.66	3.3%	15%	False	True	48,515
40	107.29	79.19	28.10	34.6%	2.34	2.9%	8%	False	True	47,959
60	107.81	79.19	28.62	35.2%	2.15	2.6%	7%	False	True	46,073

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.56
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.00
2.618	88.71
1.618	86.08
1.000	84.45
0.618	83.45
HIGH	81.82
0.618	80.82
0.500	80.51
0.382	80.19
LOW	79.19
0.618	77.56
1.000	76.56
1.618	74.93
2.618	72.30
4.250	68.01

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	81.05	82.63
PP	80.78	82.19
S1	80.51	81.76

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

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