NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 16-May-2012

Day Change Summary
	Previous	Current
	15-May-2012	16-May-2012	Change	Change %	Previous Week
Open	95.84	94.94	-0.90	-0.9%	99.04
High	97.00	95.83	-1.17	-1.2%	99.53
Low	94.91	93.66	-1.25	-1.3%	96.97
Close	95.74	94.57	-1.17	-1.2%	97.76
Range	2.09	2.17	0.08	3.8%	2.56
ATR	1.63	1.67	0.04	2.4%	0.00
Volume	4,053	3,732	-321	-7.9%	31,294

Daily Pivots for day following 16-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.20	100.05	95.76
R3	99.03	97.88	95.17
R2	96.86	96.86	94.97
R1	95.71	95.71	94.77	95.20
PP	94.69	94.69	94.69	94.43
S1	93.54	93.54	94.37	93.03
S2	92.52	92.52	94.17
S3	90.35	91.37	93.97
S4	88.18	89.20	93.38

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.77	104.32	99.17
R3	103.21	101.76	98.46
R2	100.65	100.65	98.23
R1	99.20	99.20	97.99	98.65
PP	98.09	98.09	98.09	97.81
S1	96.64	96.64	97.53	96.09
S2	95.53	95.53	97.29
S3	92.97	94.08	97.06
S4	90.41	91.52	96.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.04	93.66	5.38	5.7%	1.56	1.6%	17%	False	True	4,559
10	106.17	93.66	12.51	13.2%	2.00	2.1%	7%	False	True	6,046
20	107.14	93.66	13.48	14.3%	1.49	1.6%	7%	False	True	5,033

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	0.27
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	105.05
2.618	101.51
1.618	99.34
1.000	98.00
0.618	97.17
HIGH	95.83
0.618	95.00
0.500	94.75
0.382	94.49
LOW	93.66
0.618	92.32
1.000	91.49
1.618	90.15
2.618	87.98
4.250	84.44

Fisher Pivots for day following 16-May-2012
Pivot	1 day	3 day
R1	94.75	95.33
PP	94.69	95.08
S1	94.63	94.82

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

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