NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	87.41	90.56	3.15	3.6%	86.27
High	91.14	90.83	-0.31	-0.3%	90.81
Low	87.21	89.29	2.08	2.4%	86.27
Close	90.14	89.70	-0.44	-0.5%	87.46
Range	3.93	1.54	-2.39	-60.8%	4.54
ATR	3.06	2.95	-0.11	-3.6%	0.00
Volume	12,593	22,635	10,042	79.7%	117,233

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.56	93.67	90.55
R3	93.02	92.13	90.12
R2	91.48	91.48	89.98
R1	90.59	90.59	89.84	90.27
PP	89.94	89.94	89.94	89.78
S1	89.05	89.05	89.56	88.73
S2	88.40	88.40	89.42
S3	86.86	87.51	89.28
S4	85.32	85.97	88.85

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.80	99.17	89.96
R3	97.26	94.63	88.71
R2	92.72	92.72	88.29
R1	90.09	90.09	87.88	91.41
PP	88.18	88.18	88.18	88.84
S1	85.55	85.55	87.04	86.87
S2	83.64	83.64	86.63
S3	79.10	81.01	86.21
S4	74.56	76.47	84.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.14	84.28	6.86	7.6%	2.75	3.1%	79%	False	False	24,764
10	91.14	84.16	6.98	7.8%	2.62	2.9%	79%	False	False	21,292
20	91.14	80.66	10.48	11.7%	2.95	3.3%	86%	False	False	19,044
40	102.12	77.84	24.28	27.1%	2.96	3.3%	49%	False	False	14,507
60	102.12	77.84	24.28	27.1%	2.72	3.0%	49%	False	False	12,672
80	105.30	77.84	27.46	30.6%	2.61	2.9%	43%	False	False	11,427
100	115.22	77.84	37.38	41.7%	2.71	3.0%	32%	False	False	9,850

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.38
2.618	94.86
1.618	93.32
1.000	92.37
0.618	91.78
HIGH	90.83
0.618	90.24
0.500	90.06
0.382	89.88
LOW	89.29
0.618	88.34
1.000	87.75
1.618	86.80
2.618	85.26
4.250	82.75

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	90.06	89.04
PP	89.94	88.37
S1	89.82	87.71

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

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