NYMEX Light Sweet Crude Oil Future January 2013

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	86.45	89.25	2.80	3.2%	81.36
High	89.97	90.71	0.74	0.8%	87.35
Low	86.17	88.68	2.51	2.9%	79.69
Close	89.62	89.26	-0.36	-0.4%	87.13
Range	3.80	2.03	-1.77	-46.6%	7.66
ATR	2.67	2.62	-0.05	-1.7%	0.00
Volume	9,204	13,232	4,028	43.8%	50,438

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.64	94.48	90.38
R3	93.61	92.45	89.82
R2	91.58	91.58	89.63
R1	90.42	90.42	89.45	91.00
PP	89.55	89.55	89.55	89.84
S1	88.39	88.39	89.07	88.97
S2	87.52	87.52	88.89
S3	85.49	86.36	88.70
S4	83.46	84.33	88.14

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	90.71	79.69	11.02	12.3%	3.61	4.0%	87%	True	False	10,824
10	90.71	79.69	11.02	12.3%	2.70	3.0%	87%	True	False	11,727
20	90.71	79.69	11.02	12.3%	2.57	2.9%	87%	True	False	9,631
40	99.04	79.69	19.35	21.7%	2.15	2.4%	49%	False	False	7,482

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	0.22
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	99.34
2.618	96.02
1.618	93.99
1.000	92.74
0.618	91.96
HIGH	90.71
0.618	89.93
0.500	89.70
0.382	89.46
LOW	88.68
0.618	87.43
1.000	86.65
1.618	85.40
2.618	83.37
4.250	80.05

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	89.70	88.67
PP	89.55	88.07
S1	89.41	87.48

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

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