NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	91.37	89.64	-1.73	-1.9%	93.70
High	91.37	89.67	-1.70	-1.9%	94.30
Low	88.89	87.68	-1.21	-1.4%	90.83
Close	89.35	88.13	-1.22	-1.4%	92.26
Range	2.48	1.99	-0.49	-19.8%	3.47
ATR	1.73	1.75	0.02	1.1%	0.00
Volume	5,656	4,697	-959	-17.0%	22,696

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.46	93.29	89.22
R3	92.47	91.30	88.68
R2	90.48	90.48	88.49
R1	89.31	89.31	88.31	88.90
PP	88.49	88.49	88.49	88.29
S1	87.32	87.32	87.95	86.91
S2	86.50	86.50	87.77
S3	84.51	85.33	87.58
S4	82.52	83.34	87.04

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.87	101.04	94.17
R3	99.40	97.57	93.21
R2	95.93	95.93	92.90
R1	94.10	94.10	92.58	93.28
PP	92.46	92.46	92.46	92.06
S1	90.63	90.63	91.94	89.81
S2	88.99	88.99	91.62
S3	85.52	87.16	91.31
S4	82.05	83.69	90.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.53	87.68	5.85	6.6%	1.63	1.9%	8%	False	True	4,543
10	95.49	87.68	7.81	8.9%	1.56	1.8%	6%	False	True	4,513
20	106.17	87.68	18.49	21.0%	1.78	2.0%	2%	False	True	5,279

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.13
2.618	94.88
1.618	92.89
1.000	91.66
0.618	90.90
HIGH	89.67
0.618	88.91
0.500	88.68
0.382	88.44
LOW	87.68
0.618	86.45
1.000	85.69
1.618	84.46
2.618	82.47
4.250	79.22

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	88.68	90.61
PP	88.49	89.78
S1	88.31	88.96

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

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