NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	100.10	101.30	1.20	1.2%	97.50
High	101.68	102.56	0.88	0.9%	101.81
Low	99.89	100.38	0.49	0.5%	97.30
Close	101.09	101.13	0.04	0.0%	101.09
Range	1.79	2.18	0.39	21.8%	4.51
ATR	2.81	2.76	-0.04	-1.6%	0.00
Volume	72,214	54,240	-17,974	-24.9%	327,406

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.90	106.69	102.33
R3	105.72	104.51	101.73
R2	103.54	103.54	101.53
R1	102.33	102.33	101.33	101.85
PP	101.36	101.36	101.36	101.11
S1	100.15	100.15	100.93	99.67
S2	99.18	99.18	100.73
S3	97.00	97.97	100.53
S4	94.82	95.79	99.93

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.60	111.85	103.57
R3	109.09	107.34	102.33
R2	104.58	104.58	101.92
R1	102.83	102.83	101.50	103.71
PP	100.07	100.07	100.07	100.50
S1	98.32	98.32	100.68	99.20
S2	95.56	95.56	100.26
S3	91.05	93.81	99.85
S4	86.54	89.30	98.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.56	97.39	5.17	5.1%	2.36	2.3%	72%	True	False	68,189
10	102.56	95.16	7.40	7.3%	2.48	2.5%	81%	True	False	66,469
20	103.28	93.07	10.21	10.1%	2.71	2.7%	79%	False	False	60,004
40	103.28	83.22	20.06	19.8%	2.78	2.7%	89%	False	False	48,228
60	103.28	75.66	27.62	27.3%	2.89	2.9%	92%	False	False	37,962
80	103.28	75.66	27.62	27.3%	2.84	2.8%	92%	False	False	30,774
100	103.28	75.66	27.62	27.3%	2.85	2.8%	92%	False	False	25,760
120	103.28	75.66	27.62	27.3%	2.72	2.7%	92%	False	False	22,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.83
2.618	108.27
1.618	106.09
1.000	104.74
0.618	103.91
HIGH	102.56
0.618	101.73
0.500	101.47
0.382	101.21
LOW	100.38
0.618	99.03
1.000	98.20
1.618	96.85
2.618	94.67
4.250	91.12

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	101.47	101.01
PP	101.36	100.88
S1	101.24	100.76

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

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