NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	98.95	100.91	1.96	2.0%	101.92
High	101.01	102.06	1.05	1.0%	103.41
Low	98.60	99.84	1.24	1.3%	97.70
Close	100.71	100.59	-0.12	-0.1%	98.70
Range	2.41	2.22	-0.19	-7.9%	5.71
ATR	2.54	2.51	-0.02	-0.9%	0.00
Volume	309,656	252,967	-56,689	-18.3%	1,465,924

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.49	106.26	101.81
R3	105.27	104.04	101.20
R2	103.05	103.05	101.00
R1	101.82	101.82	100.79	101.33
PP	100.83	100.83	100.83	100.58
S1	99.60	99.60	100.39	99.11
S2	98.61	98.61	100.18
S3	96.39	97.38	99.98
S4	94.17	95.16	99.37

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	102.98	97.70	5.28	5.2%	2.70	2.7%	55%	False	False	295,125
10	103.74	97.70	6.04	6.0%	2.39	2.4%	48%	False	False	283,270
20	103.74	92.77	10.97	10.9%	2.29	2.3%	71%	False	False	224,389
40	103.74	92.70	11.04	11.0%	2.52	2.5%	71%	False	False	153,834
60	103.74	86.28	17.46	17.4%	2.65	2.6%	82%	False	False	118,708
80	103.74	75.66	28.08	27.9%	2.77	2.8%	89%	False	False	94,684
100	103.74	75.66	28.08	27.9%	2.74	2.7%	89%	False	False	78,132
120	103.74	75.66	28.08	27.9%	2.82	2.8%	89%	False	False	66,334

Crabel Price Patterns
NR	True
NR4	True
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	0.65
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.50
2.618	107.87
1.618	105.65
1.000	104.28
0.618	103.43
HIGH	102.06
0.618	101.21
0.500	100.95
0.382	100.69
LOW	99.84
0.618	98.47
1.000	97.62
1.618	96.25
2.618	94.03
4.250	90.41

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	100.95	100.35
PP	100.83	100.12
S1	100.71	99.88

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

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