NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	100.60	101.27	0.67	0.7%	97.50
High	101.56	102.09	0.53	0.5%	101.81
Low	100.37	99.84	-0.53	-0.5%	97.30
Close	101.45	100.68	-0.77	-0.8%	101.09
Range	1.19	2.25	1.06	89.1%	4.51
ATR	2.65	2.62	-0.03	-1.1%	0.00
Volume	51,715	61,846	10,131	19.6%	327,406

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.62	106.40	101.92
R3	105.37	104.15	101.30
R2	103.12	103.12	101.09
R1	101.90	101.90	100.89	101.39
PP	100.87	100.87	100.87	100.61
S1	99.65	99.65	100.47	99.14
S2	98.62	98.62	100.27
S3	96.37	97.40	100.06
S4	94.12	95.15	99.44

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	3.6%	1.93	1.9%	48%	False	False	62,315
10	102.56	95.16	7.40	7.4%	2.36	2.3%	75%	False	False	64,137
20	103.28	94.39	8.89	8.8%	2.66	2.6%	71%	False	False	61,940
40	103.28	83.90	19.38	19.2%	2.72	2.7%	87%	False	False	49,978
60	103.28	75.66	27.62	27.4%	2.86	2.8%	91%	False	False	39,398
80	103.28	75.66	27.62	27.4%	2.80	2.8%	91%	False	False	31,895
100	103.28	75.66	27.62	27.4%	2.84	2.8%	91%	False	False	26,777
120	103.28	75.66	27.62	27.4%	2.71	2.7%	91%	False	False	23,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.65
2.618	107.98
1.618	105.73
1.000	104.34
0.618	103.48
HIGH	102.09
0.618	101.23
0.500	100.97
0.382	100.70
LOW	99.84
0.618	98.45
1.000	97.59
1.618	96.20
2.618	93.95
4.250	90.28

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	100.97	101.20
PP	100.87	101.03
S1	100.78	100.85

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

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