NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	93.63	93.77	0.14	0.1%	99.76
High	94.97	94.63	-0.34	-0.4%	101.45
Low	92.70	92.77	0.07	0.1%	92.70
Close	93.75	94.05	0.30	0.3%	93.75
Range	2.27	1.86	-0.41	-18.1%	8.75
ATR	2.90	2.82	-0.07	-2.6%	0.00
Volume	119,627	205,587	85,960	71.9%	627,091

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.40	98.58	95.07
R3	97.54	96.72	94.56
R2	95.68	95.68	94.39
R1	94.86	94.86	94.22	95.27
PP	93.82	93.82	93.82	94.02
S1	93.00	93.00	93.88	93.41
S2	91.96	91.96	93.71
S3	90.10	91.14	93.54
S4	88.24	89.28	93.03

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.22	116.73	98.56
R3	113.47	107.98	96.16
R2	104.72	104.72	95.35
R1	99.23	99.23	94.55	97.60
PP	95.97	95.97	95.97	95.15
S1	90.48	90.48	92.95	88.85
S2	87.22	87.22	92.15
S3	78.47	81.73	91.34
S4	69.72	72.98	88.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.45	92.70	8.75	9.3%	3.29	3.5%	15%	False	False	145,559
10	102.09	92.70	9.39	10.0%	2.85	3.0%	14%	False	False	114,827
20	102.56	92.70	9.86	10.5%	2.67	2.8%	14%	False	False	90,648
40	103.28	87.28	16.00	17.0%	2.80	3.0%	42%	False	False	70,314
60	103.28	75.66	27.62	29.4%	2.90	3.1%	67%	False	False	54,543
80	103.28	75.66	27.62	29.4%	2.83	3.0%	67%	False	False	44,049
100	103.28	75.66	27.62	29.4%	2.94	3.1%	67%	False	False	36,741
120	103.28	75.66	27.62	29.4%	2.81	3.0%	67%	False	False	31,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	102.54
2.618	99.50
1.618	97.64
1.000	96.49
0.618	95.78
HIGH	94.63
0.618	93.92
0.500	93.70
0.382	93.48
LOW	92.77
0.618	91.62
1.000	90.91
1.618	89.76
2.618	87.90
4.250	84.87

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	93.93	94.45
PP	93.82	94.31
S1	93.70	94.18

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

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