NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	93.77	94.27	0.50	0.5%	99.76
High	94.63	97.63	3.00	3.2%	101.45
Low	92.77	94.24	1.47	1.6%	92.70
Close	94.05	97.24	3.19	3.4%	93.75
Range	1.86	3.39	1.53	82.3%	8.75
ATR	2.82	2.88	0.05	1.9%	0.00
Volume	205,587	230,283	24,696	12.0%	627,091

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.54	105.28	99.10
R3	103.15	101.89	98.17
R2	99.76	99.76	97.86
R1	98.50	98.50	97.55	99.13
PP	96.37	96.37	96.37	96.69
S1	95.11	95.11	96.93	95.74
S2	92.98	92.98	96.62
S3	89.59	91.72	96.31
S4	86.20	88.33	95.38

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	100.45	92.70	7.75	8.0%	3.25	3.3%	59%	False	False	173,441
10	102.09	92.70	9.39	9.7%	3.07	3.2%	48%	False	False	132,683
20	102.56	92.70	9.86	10.1%	2.71	2.8%	46%	False	False	98,569
40	103.28	88.96	14.32	14.7%	2.78	2.9%	58%	False	False	75,366
60	103.28	75.66	27.62	28.4%	2.89	3.0%	78%	False	False	57,964
80	103.28	75.66	27.62	28.4%	2.85	2.9%	78%	False	False	46,845
100	103.28	75.66	27.62	28.4%	2.96	3.0%	78%	False	False	39,002
120	103.28	75.66	27.62	28.4%	2.83	2.9%	78%	False	False	33,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112.04
2.618	106.51
1.618	103.12
1.000	101.02
0.618	99.73
HIGH	97.63
0.618	96.34
0.500	95.94
0.382	95.53
LOW	94.24
0.618	92.14
1.000	90.85
1.618	88.75
2.618	85.36
4.250	79.83

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	96.81	96.55
PP	96.37	95.86
S1	95.94	95.17

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

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