NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	99.20	98.95	-0.25	-0.3%	101.92
High	100.19	101.01	0.82	0.8%	103.41
Low	97.70	98.60	0.90	0.9%	97.70
Close	98.70	100.71	2.01	2.0%	98.70
Range	2.49	2.41	-0.08	-3.2%	5.71
ATR	2.55	2.54	-0.01	-0.4%	0.00
Volume	290,768	309,656	18,888	6.5%	1,465,924

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.34	106.43	102.04
R3	104.93	104.02	101.37
R2	102.52	102.52	101.15
R1	101.61	101.61	100.93	102.07
PP	100.11	100.11	100.11	100.33
S1	99.20	99.20	100.49	99.66
S2	97.70	97.70	100.27
S3	95.29	96.79	100.05
S4	92.88	94.38	99.38

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.07	113.59	101.84
R3	111.36	107.88	100.27
R2	105.65	105.65	99.75
R1	102.17	102.17	99.22	101.06
PP	99.94	99.94	99.94	99.38
S1	96.46	96.46	98.18	95.35
S2	94.23	94.23	97.65
S3	88.52	90.75	97.13
S4	82.81	85.04	95.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.41	97.70	5.71	5.7%	2.68	2.7%	53%	False	False	297,908
10	103.74	97.70	6.04	6.0%	2.52	2.5%	50%	False	False	283,721
20	103.74	92.70	11.04	11.0%	2.29	2.3%	73%	False	False	217,722
40	103.74	92.70	11.04	11.0%	2.59	2.6%	73%	False	False	150,065
60	103.74	84.57	19.17	19.0%	2.65	2.6%	84%	False	False	114,868
80	103.74	75.66	28.08	27.9%	2.81	2.8%	89%	False	False	91,770
100	103.74	75.66	28.08	27.9%	2.73	2.7%	89%	False	False	75,675
120	103.74	75.66	28.08	27.9%	2.82	2.8%	89%	False	False	64,287

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.25
2.618	107.32
1.618	104.91
1.000	103.42
0.618	102.50
HIGH	101.01
0.618	100.09
0.500	99.81
0.382	99.52
LOW	98.60
0.618	97.11
1.000	96.19
1.618	94.70
2.618	92.29
4.250	88.36

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	100.41	100.59
PP	100.11	100.46
S1	99.81	100.34

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

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