NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	90.56	91.35	0.79	0.9%	85.92
High	91.35	94.08	2.73	3.0%	89.21
Low	90.01	91.25	1.24	1.4%	85.43
Close	91.20	93.83	2.63	2.9%	88.76
Range	1.34	2.83	1.49	111.2%	3.78
ATR	2.49	2.52	0.03	1.1%	0.00
Volume	51,310	51,312	2	0.0%	201,506

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.54	100.52	95.39
R3	98.71	97.69	94.61
R2	95.88	95.88	94.35
R1	94.86	94.86	94.09	95.37
PP	93.05	93.05	93.05	93.31
S1	92.03	92.03	93.57	92.54
S2	90.22	90.22	93.31
S3	87.39	89.20	93.05
S4	84.56	86.37	92.27

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.14	97.73	90.84
R3	95.36	93.95	89.80
R2	91.58	91.58	89.45
R1	90.17	90.17	89.11	90.88
PP	87.80	87.80	87.80	88.15
S1	86.39	86.39	88.41	87.10
S2	84.02	84.02	88.07
S3	80.24	82.61	87.72
S4	76.46	78.83	86.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.08	87.39	6.69	7.1%	1.98	2.1%	96%	True	False	44,472
10	94.08	85.43	8.65	9.2%	2.15	2.3%	97%	True	False	44,014
20	94.08	79.12	14.96	15.9%	2.62	2.8%	98%	True	False	48,084
40	94.08	79.12	14.96	15.9%	2.59	2.8%	98%	True	False	46,948
60	107.29	79.12	28.17	30.0%	2.37	2.5%	52%	False	False	47,000
80	109.39	79.12	30.27	32.3%	2.23	2.4%	49%	False	False	45,406

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	106.11
2.618	101.49
1.618	98.66
1.000	96.91
0.618	95.83
HIGH	94.08
0.618	93.00
0.500	92.67
0.382	92.33
LOW	91.25
0.618	89.50
1.000	88.42
1.618	86.67
2.618	83.84
4.250	79.22

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	93.44	93.07
PP	93.05	92.30
S1	92.67	91.54

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

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