NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	101.30	100.60	-0.70	-0.7%	97.50
High	102.56	101.56	-1.00	-1.0%	101.81
Low	100.38	100.37	-0.01	0.0%	97.30
Close	101.13	101.45	0.32	0.3%	101.09
Range	2.18	1.19	-0.99	-45.4%	4.51
ATR	2.76	2.65	-0.11	-4.1%	0.00
Volume	54,240	51,715	-2,525	-4.7%	327,406

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.70	104.26	102.10
R3	103.51	103.07	101.78
R2	102.32	102.32	101.67
R1	101.88	101.88	101.56	102.10
PP	101.13	101.13	101.13	101.24
S1	100.69	100.69	101.34	100.91
S2	99.94	99.94	101.23
S3	98.75	99.50	101.12
S4	97.56	98.31	100.80

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	98.96	3.60	3.5%	2.03	2.0%	69%	False	False	64,842
10	102.56	95.16	7.40	7.3%	2.35	2.3%	85%	False	False	64,455
20	103.28	94.39	8.89	8.8%	2.63	2.6%	79%	False	False	60,992
40	103.28	83.90	19.38	19.1%	2.73	2.7%	91%	False	False	48,902
60	103.28	75.66	27.62	27.2%	2.86	2.8%	93%	False	False	38,569
80	103.28	75.66	27.62	27.2%	2.82	2.8%	93%	False	False	31,250
100	103.28	75.66	27.62	27.2%	2.84	2.8%	93%	False	False	26,198
120	103.28	75.66	27.62	27.2%	2.72	2.7%	93%	False	False	22,711

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.47
Narrowest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	106.62
2.618	104.68
1.618	103.49
1.000	102.75
0.618	102.30
HIGH	101.56
0.618	101.11
0.500	100.97
0.382	100.82
LOW	100.37
0.618	99.63
1.000	99.18
1.618	98.44
2.618	97.25
4.250	95.31

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	101.29	101.38
PP	101.13	101.30
S1	100.97	101.23

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

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