NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	89.34	89.83	0.49	0.5%	87.02
High	90.63	90.34	-0.29	-0.3%	90.79
Low	88.59	87.77	-0.82	-0.9%	85.73
Close	90.03	88.73	-1.30	-1.4%	88.73
Range	2.04	2.57	0.53	26.0%	5.06
ATR	2.88	2.85	-0.02	-0.8%	0.00
Volume	39,374	28,573	-10,801	-27.4%	160,308

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.66	95.26	90.14
R3	94.09	92.69	89.44
R2	91.52	91.52	89.20
R1	90.12	90.12	88.97	89.54
PP	88.95	88.95	88.95	88.65
S1	87.55	87.55	88.49	86.97
S2	86.38	86.38	88.26
S3	83.81	84.98	88.02
S4	81.24	82.41	87.32

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.60	101.22	91.51
R3	98.54	96.16	90.12
R2	93.48	93.48	89.66
R1	91.10	91.10	89.19	92.29
PP	88.42	88.42	88.42	89.01
S1	86.04	86.04	88.27	87.23
S2	83.36	83.36	87.80
S3	78.30	80.98	87.34
S4	73.24	75.92	85.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.79	85.73	5.06	5.7%	2.57	2.9%	59%	False	False	32,061
10	91.14	84.28	6.86	7.7%	2.87	3.2%	65%	False	False	27,144
20	91.14	80.66	10.48	11.8%	2.72	3.1%	77%	False	False	23,728
40	102.12	77.84	24.28	27.4%	2.99	3.4%	45%	False	False	18,320
60	102.12	77.84	24.28	27.4%	2.76	3.1%	45%	False	False	15,244
80	105.30	77.84	27.46	30.9%	2.64	3.0%	40%	False	False	13,585
100	115.22	77.84	37.38	42.1%	2.77	3.1%	29%	False	False	11,692

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.26
2.618	97.07
1.618	94.50
1.000	92.91
0.618	91.93
HIGH	90.34
0.618	89.36
0.500	89.06
0.382	88.75
LOW	87.77
0.618	86.18
1.000	85.20
1.618	83.61
2.618	81.04
4.250	76.85

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	89.06	89.20
PP	88.95	89.04
S1	88.84	88.89

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

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