NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	87.94	83.63	-4.31	-4.9%	84.83
High	88.02	85.31	-2.71	-3.1%	88.54
Low	83.43	83.47	0.04	0.0%	83.11
Close	84.63	85.20	0.57	0.7%	86.10
Range	4.59	1.84	-2.75	-59.9%	5.43
ATR	2.22	2.19	-0.03	-1.2%	0.00
Volume	15,820	6,686	-9,134	-57.7%	44,611

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.18	89.53	86.21
R3	88.34	87.69	85.71
R2	86.50	86.50	85.54
R1	85.85	85.85	85.37	86.18
PP	84.66	84.66	84.66	84.82
S1	84.01	84.01	85.03	84.34
S2	82.82	82.82	84.86
S3	80.98	82.17	84.69
S4	79.14	80.33	84.19

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.21	99.58	89.09
R3	96.78	94.15	87.59
R2	91.35	91.35	87.10
R1	88.72	88.72	86.60	90.04
PP	85.92	85.92	85.92	86.57
S1	83.29	83.29	85.60	84.61
S2	80.49	80.49	85.10
S3	75.06	77.86	84.61
S4	69.63	72.43	83.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.54	83.43	5.11	6.0%	2.74	3.2%	35%	False	False	9,805
10	91.37	83.11	8.26	9.7%	2.58	3.0%	25%	False	False	8,521
20	97.00	83.11	13.89	16.3%	2.06	2.4%	15%	False	False	6,389
40	107.14	83.11	24.03	28.2%	1.74	2.0%	9%	False	False	5,798

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.13
2.618	90.13
1.618	88.29
1.000	87.15
0.618	86.45
HIGH	85.31
0.618	84.61
0.500	84.39
0.382	84.17
LOW	83.47
0.618	82.33
1.000	81.63
1.618	80.49
2.618	78.65
4.250	75.65

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	84.93	85.73
PP	84.66	85.55
S1	84.39	85.38

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

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