NYMEX Light Sweet Crude Oil Future January 2013

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

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	86.54	84.80	-1.74	-2.0%	87.94
High	86.59	86.30	-0.29	-0.3%	88.02
Low	84.03	84.26	0.23	0.3%	83.43
Close	85.18	85.97	0.79	0.9%	85.88
Range	2.56	2.04	-0.52	-20.3%	4.59
ATR	2.09	2.08	0.00	-0.2%	0.00
Volume	4,617	5,433	816	17.7%	40,310

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.63	90.84	87.09
R3	89.59	88.80	86.53
R2	87.55	87.55	86.34
R1	86.76	86.76	86.16	87.16
PP	85.51	85.51	85.51	85.71
S1	84.72	84.72	85.78	85.12
S2	83.47	83.47	85.60
S3	81.43	82.68	85.41
S4	79.39	80.64	84.85

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.55	97.30	88.40
R3	94.96	92.71	87.14
R2	90.37	90.37	86.72
R1	88.12	88.12	86.30	86.95
PP	85.78	85.78	85.78	85.19
S1	83.53	83.53	85.46	82.36
S2	81.19	81.19	85.04
S3	76.60	78.94	84.62
S4	72.01	74.35	83.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.59	84.03	2.56	3.0%	1.81	2.1%	76%	False	False	5,570
10	88.54	83.43	5.11	5.9%	2.28	2.6%	50%	False	False	7,688
20	93.90	83.11	10.79	12.6%	2.07	2.4%	27%	False	False	6,716
40	107.14	83.11	24.03	28.0%	1.81	2.1%	12%	False	False	5,877

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.97
2.618	91.64
1.618	89.60
1.000	88.34
0.618	87.56
HIGH	86.30
0.618	85.52
0.500	85.28
0.382	85.04
LOW	84.26
0.618	83.00
1.000	82.22
1.618	80.96
2.618	78.92
4.250	75.59

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	85.74	85.75
PP	85.51	85.53
S1	85.28	85.31

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

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