NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 09-Jan-2012

Day Change Summary
	Previous	Current
	06-Jan-2012	09-Jan-2012	Change	Change %	Previous Week
Open	101.35	101.92	0.57	0.6%	99.70
High	102.80	102.15	-0.65	-0.6%	103.74
Low	100.88	100.10	-0.78	-0.8%	99.65
Close	101.56	101.31	-0.25	-0.2%	101.56
Range	1.92	2.05	0.13	6.8%	4.09
ATR	2.50	2.47	-0.03	-1.3%	0.00
Volume	269,460	286,039	16,579	6.2%	1,061,635

Daily Pivots for day following 09-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.34	106.37	102.44
R3	105.29	104.32	101.87
R2	103.24	103.24	101.69
R1	102.27	102.27	101.50	101.73
PP	101.19	101.19	101.19	100.92
S1	100.22	100.22	101.12	99.68
S2	99.14	99.14	100.93
S3	97.09	98.17	100.75
S4	95.04	96.12	100.18

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.92	111.83	103.81
R3	109.83	107.74	102.68
R2	105.74	105.74	102.31
R1	103.65	103.65	101.93	104.70
PP	101.65	101.65	101.65	102.17
S1	99.56	99.56	101.19	100.61
S2	97.56	97.56	100.81
S3	93.47	95.47	100.44
S4	89.38	91.38	99.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.74	99.65	4.09	4.0%	2.36	2.3%	41%	False	False	269,534
10	103.74	98.30	5.44	5.4%	2.10	2.1%	55%	False	False	196,079
20	103.74	92.70	11.04	10.9%	2.47	2.4%	78%	False	False	173,125
40	103.74	92.70	11.04	10.9%	2.59	2.6%	78%	False	False	119,166
60	103.74	83.90	19.84	19.6%	2.67	2.6%	88%	False	False	92,356
80	103.74	75.66	28.08	27.7%	2.79	2.8%	91%	False	False	74,001
100	103.74	75.66	28.08	27.7%	2.76	2.7%	91%	False	False	61,176
120	103.74	75.66	28.08	27.7%	2.79	2.8%	91%	False	False	52,065

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.86
2.618	107.52
1.618	105.47
1.000	104.20
0.618	103.42
HIGH	102.15
0.618	101.37
0.500	101.13
0.382	100.88
LOW	100.10
0.618	98.83
1.000	98.05
1.618	96.78
2.618	94.73
4.250	91.39

Fisher Pivots for day following 09-Jan-2012
Pivot	1 day	3 day
R1	101.25	101.92
PP	101.19	101.71
S1	101.13	101.51

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

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