NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	82.62	80.68	-1.94	-2.3%	81.36
High	82.88	87.35	4.47	5.4%	87.35
Low	79.69	80.68	0.99	1.2%	79.69
Close	79.93	87.13	7.20	9.0%	87.13
Range	3.19	6.67	3.48	109.1%	7.66
ATR	2.16	2.53	0.38	17.5%	0.00
Volume	8,213	11,694	3,481	42.4%	50,438

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.06	102.77	90.80
R3	98.39	96.10	88.96
R2	91.72	91.72	88.35
R1	89.43	89.43	87.74	90.58
PP	85.05	85.05	85.05	85.63
S1	82.76	82.76	86.52	83.91
S2	78.38	78.38	85.91
S3	71.71	76.09	85.30
S4	65.04	69.42	83.46

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.70	105.08	91.34
R3	100.04	97.42	89.24
R2	92.38	92.38	88.53
R1	89.76	89.76	87.83	91.07
PP	84.72	84.72	84.72	85.38
S1	82.10	82.10	86.43	83.41
S2	77.06	77.06	85.73
S3	69.40	74.44	85.02
S4	61.74	66.78	82.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.35	79.69	7.66	8.8%	2.74	3.1%	97%	True	False	10,087
10	87.35	79.69	7.66	8.8%	2.68	3.1%	97%	True	False	9,744
20	88.54	79.69	8.85	10.2%	2.43	2.8%	84%	False	False	9,118
40	103.38	79.69	23.69	27.2%	2.14	2.5%	31%	False	False	7,170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	115.70
2.618	104.81
1.618	98.14
1.000	94.02
0.618	91.47
HIGH	87.35
0.618	84.80
0.500	84.02
0.382	83.23
LOW	80.68
0.618	76.56
1.000	74.01
1.618	69.89
2.618	63.22
4.250	52.33

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	86.09	85.93
PP	85.05	84.72
S1	84.02	83.52

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

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