NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	80.68	86.61	5.93	7.4%	81.36
High	87.35	86.61	-0.74	-0.8%	87.35
Low	80.68	84.24	3.56	4.4%	79.69
Close	87.13	85.86	-1.27	-1.5%	87.13
Range	6.67	2.37	-4.30	-64.5%	7.66
ATR	2.53	2.56	0.03	1.0%	0.00
Volume	11,694	11,780	86	0.7%	50,438

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.68	91.64	87.16
R3	90.31	89.27	86.51
R2	87.94	87.94	86.29
R1	86.90	86.90	86.08	86.24
PP	85.57	85.57	85.57	85.24
S1	84.53	84.53	85.64	83.87
S2	83.20	83.20	85.43
S3	80.83	82.16	85.21
S4	78.46	79.79	84.56

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	8.9%	2.96	3.4%	81%	False	False	10,483
10	87.35	79.69	7.66	8.9%	2.66	3.1%	81%	False	False	10,460
20	88.54	79.69	8.85	10.3%	2.42	2.8%	70%	False	False	9,187
40	99.53	79.69	19.84	23.1%	2.09	2.4%	31%	False	False	7,266

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	0.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.68
2.618	92.81
1.618	90.44
1.000	88.98
0.618	88.07
HIGH	86.61
0.618	85.70
0.500	85.43
0.382	85.15
LOW	84.24
0.618	82.78
1.000	81.87
1.618	80.41
2.618	78.04
4.250	74.17

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	85.72	85.08
PP	85.57	84.30
S1	85.43	83.52

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

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