NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	101.44	99.76	-1.68	-1.7%	93.96
High	101.82	100.07	-1.75	-1.7%	100.38
Low	99.25	98.45	-0.80	-0.8%	93.00
Close	99.51	99.82	0.31	0.3%	99.83
Range	2.57	1.62	-0.95	-37.0%	7.38
ATR	2.55	2.48	-0.07	-2.6%	0.00
Volume	34,297	42,109	7,812	22.8%	207,783

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.31	103.68	100.71
R3	102.69	102.06	100.27
R2	101.07	101.07	100.12
R1	100.44	100.44	99.97	100.76
PP	99.45	99.45	99.45	99.60
S1	98.82	98.82	99.67	99.14
S2	97.83	97.83	99.52
S3	96.21	97.20	99.37
S4	94.59	95.58	98.93

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.88	117.23	103.89
R3	112.50	109.85	101.86
R2	105.12	105.12	101.18
R1	102.47	102.47	100.51	103.80
PP	97.74	97.74	97.74	98.40
S1	95.09	95.09	99.15	96.42
S2	90.36	90.36	98.48
S3	82.98	87.71	97.80
S4	75.60	80.33	95.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.88	98.45	3.43	3.4%	1.79	1.8%	40%	False	True	37,546
10	101.88	92.95	8.93	8.9%	2.13	2.1%	77%	False	False	41,637
20	102.68	92.95	9.73	9.7%	2.43	2.4%	71%	False	False	47,340
40	103.20	90.50	12.70	12.7%	2.55	2.6%	73%	False	False	43,872
60	103.20	77.76	25.44	25.5%	2.63	2.6%	87%	False	False	38,743
80	103.20	75.90	27.30	27.3%	2.73	2.7%	88%	False	False	32,718
100	103.20	75.90	27.30	27.3%	2.76	2.8%	88%	False	False	28,308
120	103.20	75.90	27.30	27.3%	2.72	2.7%	88%	False	False	24,661

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.54
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.96
2.618	104.31
1.618	102.69
1.000	101.69
0.618	101.07
HIGH	100.07
0.618	99.45
0.500	99.26
0.382	99.07
LOW	98.45
0.618	97.45
1.000	96.83
1.618	95.83
2.618	94.21
4.250	91.57

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	99.63	100.17
PP	99.45	100.05
S1	99.26	99.94

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

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