NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 30-Nov-2011

Day Change Summary
	Previous	Current
	29-Nov-2011	30-Nov-2011	Change	Change %	Previous Week
Open	97.84	99.72	1.88	1.9%	97.32
High	100.20	101.81	1.61	1.6%	98.82
Low	97.39	99.06	1.67	1.7%	95.16
Close	99.88	100.46	0.58	0.6%	96.91
Range	2.81	2.75	-0.06	-2.1%	3.66
ATR	2.95	2.94	-0.01	-0.5%	0.00
Volume	68,451	74,483	6,032	8.8%	283,047

Daily Pivots for day following 30-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.69	107.33	101.97
R3	105.94	104.58	101.22
R2	103.19	103.19	100.96
R1	101.83	101.83	100.71	102.51
PP	100.44	100.44	100.44	100.79
S1	99.08	99.08	100.21	99.76
S2	97.69	97.69	99.96
S3	94.94	96.33	99.70
S4	92.19	93.58	98.95

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.94	106.09	98.92
R3	104.28	102.43	97.92
R2	100.62	100.62	97.58
R1	98.77	98.77	97.25	97.87
PP	96.96	96.96	96.96	96.51
S1	95.11	95.11	96.57	94.21
S2	93.30	93.30	96.24
S3	89.64	91.45	95.90
S4	85.98	87.79	94.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.81	95.16	6.65	6.6%	2.78	2.8%	80%	True	False	65,960
10	103.28	95.16	8.12	8.1%	3.15	3.1%	65%	False	False	68,840
20	103.28	90.68	12.60	12.5%	2.80	2.8%	78%	False	False	55,435
40	103.28	77.57	25.71	25.6%	2.84	2.8%	89%	False	False	45,033
60	103.28	75.66	27.62	27.5%	2.93	2.9%	90%	False	False	35,165
80	103.28	75.66	27.62	27.5%	2.92	2.9%	90%	False	False	28,585
100	103.28	75.66	27.62	27.5%	2.89	2.9%	90%	False	False	23,966
120	103.28	75.66	27.62	27.5%	2.74	2.7%	90%	False	False	20,864

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	0.73
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113.50
2.618	109.01
1.618	106.26
1.000	104.56
0.618	103.51
HIGH	101.81
0.618	100.76
0.500	100.44
0.382	100.11
LOW	99.06
0.618	97.36
1.000	96.31
1.618	94.61
2.618	91.86
4.250	87.37

Fisher Pivots for day following 30-Nov-2011
Pivot	1 day	3 day
R1	100.45	100.16
PP	100.44	99.86
S1	100.44	99.56

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

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