NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 09-Dec-2011

Day Change Summary
	Previous	Current
	08-Dec-2011	09-Dec-2011	Change	Change %	Previous Week
Open	100.99	98.23	-2.76	-2.7%	101.30
High	101.88	100.08	-1.80	-1.8%	102.56
Low	97.91	97.57	-0.34	-0.3%	97.57
Close	98.54	99.60	1.06	1.1%	99.60
Range	3.97	2.51	-1.46	-36.8%	4.99
ATR	2.72	2.70	-0.01	-0.6%	0.00
Volume	111,896	90,135	-21,761	-19.4%	369,832

Daily Pivots for day following 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.61	105.62	100.98
R3	104.10	103.11	100.29
R2	101.59	101.59	100.06
R1	100.60	100.60	99.83	101.10
PP	99.08	99.08	99.08	99.33
S1	98.09	98.09	99.37	98.59
S2	96.57	96.57	99.14
S3	94.06	95.58	98.91
S4	91.55	93.07	98.22

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.88	112.23	102.34
R3	109.89	107.24	100.97
R2	104.90	104.90	100.51
R1	102.25	102.25	100.06	101.08
PP	99.91	99.91	99.91	99.33
S1	97.26	97.26	99.14	96.09
S2	94.92	94.92	98.69
S3	89.93	92.27	98.23
S4	84.94	87.28	96.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.56	97.57	4.99	5.0%	2.42	2.4%	41%	False	True	73,966
10	102.56	97.30	5.26	5.3%	2.52	2.5%	44%	False	False	69,723
20	103.28	95.16	8.12	8.2%	2.68	2.7%	55%	False	False	66,830
40	103.28	84.50	18.78	18.9%	2.78	2.8%	80%	False	False	53,343
60	103.28	75.66	27.62	27.7%	2.90	2.9%	87%	False	False	42,127
80	103.28	75.66	27.62	27.7%	2.84	2.9%	87%	False	False	34,201
100	103.28	75.66	27.62	27.7%	2.86	2.9%	87%	False	False	28,716
120	103.28	75.66	27.62	27.7%	2.74	2.8%	87%	False	False	24,831

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.75
2.618	106.65
1.618	104.14
1.000	102.59
0.618	101.63
HIGH	100.08
0.618	99.12
0.500	98.83
0.382	98.53
LOW	97.57
0.618	96.02
1.000	95.06
1.618	93.51
2.618	91.00
4.250	86.90

Fisher Pivots for day following 09-Dec-2011
Pivot	1 day	3 day
R1	99.34	99.83
PP	99.08	99.75
S1	98.83	99.68

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

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