NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	80.27	86.50	6.23	7.8%	81.60
High	86.99	86.54	-0.45	-0.5%	86.99
Low	80.16	83.79	3.63	4.5%	79.12
Close	86.67	85.43	-1.24	-1.4%	86.67
Range	6.83	2.75	-4.08	-59.7%	7.87
ATR	2.83	2.83	0.00	0.1%	0.00
Volume	55,053	69,213	14,160	25.7%	206,695

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.50	92.22	86.94
R3	90.75	89.47	86.19
R2	88.00	88.00	85.93
R1	86.72	86.72	85.68	85.99
PP	85.25	85.25	85.25	84.89
S1	83.97	83.97	85.18	83.24
S2	82.50	82.50	84.93
S3	79.75	81.22	84.67
S4	77.00	78.47	83.92

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.87	105.14	91.00
R3	100.00	97.27	88.83
R2	92.13	92.13	88.11
R1	89.40	89.40	87.39	90.77
PP	84.26	84.26	84.26	84.94
S1	81.53	81.53	85.95	82.90
S2	76.39	76.39	85.23
S3	68.52	73.66	84.51
S4	60.65	65.79	82.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.99	79.12	7.87	9.2%	3.24	3.8%	80%	False	False	46,018
10	86.99	79.12	7.87	9.2%	2.98	3.5%	80%	False	False	49,781
20	88.47	79.12	9.35	10.9%	2.79	3.3%	67%	False	False	48,862
40	99.60	79.12	20.48	24.0%	2.48	2.9%	31%	False	False	47,597
60	107.29	79.12	28.17	33.0%	2.22	2.6%	22%	False	False	46,460

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.23
2.618	93.74
1.618	90.99
1.000	89.29
0.618	88.24
HIGH	86.54
0.618	85.49
0.500	85.17
0.382	84.84
LOW	83.79
0.618	82.09
1.000	81.04
1.618	79.34
2.618	76.59
4.250	72.10

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	85.34	84.64
PP	85.25	83.85
S1	85.17	83.06

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

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