NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	83.63	84.72	1.09	1.3%	84.83
High	85.31	85.70	0.39	0.5%	88.54
Low	83.47	84.15	0.68	0.8%	83.11
Close	85.20	84.48	-0.72	-0.8%	86.10
Range	1.84	1.55	-0.29	-15.8%	5.43
ATR	2.19	2.15	-0.05	-2.1%	0.00
Volume	6,686	5,937	-749	-11.2%	44,611

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	89.43	88.50	85.33
R3	87.88	86.95	84.91
R2	86.33	86.33	84.76
R1	85.40	85.40	84.62	85.09
PP	84.78	84.78	84.78	84.62
S1	83.85	83.85	84.34	83.54
S2	83.23	83.23	84.20
S3	81.68	82.30	84.05
S4	80.13	80.75	83.63

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%	2.69	3.2%	21%	False	False	9,818
10	89.67	83.11	6.56	7.8%	2.48	2.9%	21%	False	False	8,549
20	95.83	83.11	12.72	15.1%	2.03	2.4%	11%	False	False	6,483
40	107.14	83.11	24.03	28.4%	1.74	2.1%	6%	False	False	5,770

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.43
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	92.29
2.618	89.76
1.618	88.21
1.000	87.25
0.618	86.66
HIGH	85.70
0.618	85.11
0.500	84.93
0.382	84.74
LOW	84.15
0.618	83.19
1.000	82.60
1.618	81.64
2.618	80.09
4.250	77.56

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	84.93	85.73
PP	84.78	85.31
S1	84.63	84.90

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

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