NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	98.08	99.58	1.50	1.5%	101.23
High	99.91	99.68	-0.23	-0.2%	102.44
Low	97.36	97.54	0.18	0.2%	97.36
Close	99.41	97.77	-1.64	-1.6%	99.41
Range	2.55	2.14	-0.41	-16.1%	5.08
ATR	2.78	2.73	-0.05	-1.6%	0.00
Volume	285,277	245,634	-39,643	-13.9%	1,319,581

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.75	103.40	98.95
R3	102.61	101.26	98.36
R2	100.47	100.47	98.16
R1	99.12	99.12	97.97	98.73
PP	98.33	98.33	98.33	98.13
S1	96.98	96.98	97.57	96.59
S2	96.19	96.19	97.38
S3	94.05	94.84	97.18
S4	91.91	92.70	96.59

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.98	112.27	102.20
R3	109.90	107.19	100.81
R2	104.82	104.82	100.34
R1	102.11	102.11	99.88	100.93
PP	99.74	99.74	99.74	99.14
S1	97.03	97.03	98.94	95.85
S2	94.66	94.66	98.48
S3	89.58	91.95	98.01
S4	84.50	86.87	96.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.94	97.36	4.58	4.7%	2.44	2.5%	9%	False	False	268,660
10	102.44	97.23	5.21	5.3%	2.43	2.5%	10%	False	False	263,056
20	103.37	94.99	8.38	8.6%	2.77	2.8%	33%	False	False	255,404
40	103.37	84.38	18.99	19.4%	2.86	2.9%	71%	False	False	173,779
60	103.37	75.35	28.02	28.7%	3.02	3.1%	80%	False	False	131,054
80	103.37	75.35	28.02	28.7%	2.94	3.0%	80%	False	False	104,222
100	103.37	75.35	28.02	28.7%	3.00	3.1%	80%	False	False	85,960
120	103.37	75.35	28.02	28.7%	2.89	3.0%	80%	False	False	73,149

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	108.78
2.618	105.28
1.618	103.14
1.000	101.82
0.618	101.00
HIGH	99.68
0.618	98.86
0.500	98.61
0.382	98.36
LOW	97.54
0.618	96.22
1.000	95.40
1.618	94.08
2.618	91.94
4.250	88.45

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	98.61	99.55
PP	98.33	98.95
S1	98.05	98.36

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

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