NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	81.60	80.78	-0.82	-1.0%	86.10
High	81.75	81.33	-0.42	-0.5%	87.11
Low	79.69	80.09	0.40	0.5%	79.19
Close	80.83	81.04	0.21	0.3%	81.32
Range	2.06	1.24	-0.82	-39.8%	7.92
ATR	2.52	2.43	-0.09	-3.6%	0.00
Volume	45,817	27,976	-17,841	-38.9%	250,102

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.54	84.03	81.72
R3	83.30	82.79	81.38
R2	82.06	82.06	81.27
R1	81.55	81.55	81.15	81.81
PP	80.82	80.82	80.82	80.95
S1	80.31	80.31	80.93	80.57
S2	79.58	79.58	80.81
S3	78.34	79.07	80.70
S4	77.10	77.83	80.36

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	86.06	79.19	6.87	8.5%	2.53	3.1%	27%	False	False	52,307
10	87.11	79.19	7.92	9.8%	2.31	2.8%	23%	False	False	44,359
20	92.02	79.19	12.83	15.8%	2.68	3.3%	14%	False	False	49,483
40	107.29	79.19	28.10	34.7%	2.37	2.9%	7%	False	False	48,167
60	107.68	79.19	28.49	35.2%	2.13	2.6%	6%	False	False	45,867

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	86.60
2.618	84.58
1.618	83.34
1.000	82.57
0.618	82.10
HIGH	81.33
0.618	80.86
0.500	80.71
0.382	80.56
LOW	80.09
0.618	79.32
1.000	78.85
1.618	78.08
2.618	76.84
4.250	74.82

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	80.93	80.86
PP	80.82	80.68
S1	80.71	80.51

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

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