NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	84.80	85.80	1.00	1.2%	87.94
High	86.30	86.37	0.07	0.1%	88.02
Low	84.26	82.96	-1.30	-1.5%	83.43
Close	85.97	83.41	-2.56	-3.0%	85.88
Range	2.04	3.41	1.37	67.2%	4.59
ATR	2.08	2.18	0.09	4.5%	0.00
Volume	5,433	4,340	-1,093	-20.1%	40,310

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.48	92.35	85.29
R3	91.07	88.94	84.35
R2	87.66	87.66	84.04
R1	85.53	85.53	83.72	84.89
PP	84.25	84.25	84.25	83.93
S1	82.12	82.12	83.10	81.48
S2	80.84	80.84	82.78
S3	77.43	78.71	82.47
S4	74.02	75.30	81.53

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	82.96	3.63	4.4%	2.18	2.6%	12%	False	True	5,251
10	88.54	82.96	5.58	6.7%	2.44	2.9%	8%	False	True	7,534
20	93.53	82.96	10.57	12.7%	2.19	2.6%	4%	False	True	6,738
40	107.14	82.96	24.18	29.0%	1.88	2.3%	2%	False	True	5,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	100.86
2.618	95.30
1.618	91.89
1.000	89.78
0.618	88.48
HIGH	86.37
0.618	85.07
0.500	84.67
0.382	84.26
LOW	82.96
0.618	80.85
1.000	79.55
1.618	77.44
2.618	74.03
4.250	68.47

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	84.67	84.78
PP	84.25	84.32
S1	83.83	83.87

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

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