NYMEX Light Sweet Crude Oil Future January 2012

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

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	101.11	100.84	-0.27	-0.3%	97.50
High	101.94	101.73	-0.21	-0.2%	101.75
Low	99.67	97.71	-1.96	-2.0%	97.13
Close	100.49	98.34	-2.15	-2.1%	100.96
Range	2.27	4.02	1.75	77.1%	4.62
ATR	2.70	2.79	0.09	3.5%	0.00
Volume	297,177	313,602	16,425	5.5%	1,361,707

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.32	108.85	100.55
R3	107.30	104.83	99.45
R2	103.28	103.28	99.08
R1	100.81	100.81	98.71	100.04
PP	99.26	99.26	99.26	98.87
S1	96.79	96.79	97.97	96.02
S2	95.24	95.24	97.60
S3	91.22	92.77	97.23
S4	87.20	88.75	96.13

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.81	112.00	103.50
R3	109.19	107.38	102.23
R2	104.57	104.57	101.81
R1	102.76	102.76	101.38	103.67
PP	99.95	99.95	99.95	100.40
S1	98.14	98.14	100.54	99.05
S2	95.33	95.33	100.11
S3	90.71	93.52	99.69
S4	86.09	88.90	98.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.44	97.71	4.73	4.8%	2.30	2.3%	13%	False	True	252,985
10	102.44	94.99	7.45	7.6%	2.57	2.6%	45%	False	False	256,640
20	103.37	94.99	8.38	8.5%	2.78	2.8%	40%	False	False	242,548
40	103.37	83.60	19.77	20.1%	2.88	2.9%	75%	False	False	163,846
60	103.37	75.35	28.02	28.5%	3.01	3.1%	82%	False	False	123,338
80	103.37	75.35	28.02	28.5%	2.98	3.0%	82%	False	False	97,876
100	103.37	75.35	28.02	28.5%	3.00	3.1%	82%	False	False	80,755
120	103.37	75.35	28.02	28.5%	2.88	2.9%	82%	False	False	68,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	118.82
2.618	112.25
1.618	108.23
1.000	105.75
0.618	104.21
HIGH	101.73
0.618	100.19
0.500	99.72
0.382	99.25
LOW	97.71
0.618	95.23
1.000	93.69
1.618	91.21
2.618	87.19
4.250	80.63

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	99.72	99.83
PP	99.26	99.33
S1	98.80	98.84

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

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