NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	100.33	94.89	-5.44	-5.4%	101.23
High	100.33	95.99	-4.34	-4.3%	102.44
Low	94.21	93.31	-0.90	-1.0%	97.36
Close	94.95	93.87	-1.08	-1.1%	99.41
Range	6.12	2.68	-3.44	-56.2%	5.08
ATR	3.03	3.01	-0.03	-0.8%	0.00
Volume	343,157	244,344	-98,813	-28.8%	1,319,581

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.43	100.83	95.34
R3	99.75	98.15	94.61
R2	97.07	97.07	94.36
R1	95.47	95.47	94.12	94.93
PP	94.39	94.39	94.39	94.12
S1	92.79	92.79	93.62	92.25
S2	91.71	91.71	93.38
S3	89.03	90.11	93.13
S4	86.35	87.43	92.40

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	101.25	93.31	7.94	8.5%	3.42	3.6%	7%	False	True	292,310
10	102.44	93.31	9.13	9.7%	2.86	3.0%	6%	False	True	272,648
20	103.37	93.31	10.06	10.7%	2.94	3.1%	6%	False	True	279,683
40	103.37	84.38	18.99	20.2%	2.94	3.1%	50%	False	False	193,175
60	103.37	75.35	28.02	29.8%	3.09	3.3%	66%	False	False	145,281
80	103.37	75.35	28.02	29.8%	2.97	3.2%	66%	False	False	115,273
100	103.37	75.35	28.02	29.8%	3.08	3.3%	66%	False	False	95,017
120	103.37	75.35	28.02	29.8%	2.94	3.1%	66%	False	False	80,661

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	0.53
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107.38
2.618	103.01
1.618	100.33
1.000	98.67
0.618	97.65
HIGH	95.99
0.618	94.97
0.500	94.65
0.382	94.33
LOW	93.31
0.618	91.65
1.000	90.63
1.618	88.97
2.618	86.29
4.250	81.92

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	94.65	97.28
PP	94.39	96.14
S1	94.13	95.01

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

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