NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	100.91	101.14	0.23	0.2%	101.92
High	102.06	102.06	0.00	0.0%	103.41
Low	99.84	99.98	0.14	0.1%	97.70
Close	100.59	100.39	-0.20	-0.2%	98.70
Range	2.22	2.08	-0.14	-6.3%	5.71
ATR	2.51	2.48	-0.03	-1.2%	0.00
Volume	252,967	87,720	-165,247	-65.3%	1,465,924

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.05	105.80	101.53
R3	104.97	103.72	100.96
R2	102.89	102.89	100.77
R1	101.64	101.64	100.58	101.23
PP	100.81	100.81	100.81	100.60
S1	99.56	99.56	100.20	99.15
S2	98.73	98.73	100.01
S3	96.65	97.48	99.82
S4	94.57	95.40	99.25

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	5.3%	2.74	2.7%	51%	False	False	256,502
10	103.73	97.70	6.03	6.0%	2.41	2.4%	45%	False	False	266,518
20	103.74	94.24	9.50	9.5%	2.30	2.3%	65%	False	False	218,495
40	103.74	92.70	11.04	11.0%	2.48	2.5%	70%	False	False	154,572
60	103.74	87.28	16.46	16.4%	2.63	2.6%	80%	False	False	119,708
80	103.74	75.66	28.08	28.0%	2.75	2.7%	88%	False	False	95,531
100	103.74	75.66	28.08	28.0%	2.73	2.7%	88%	False	False	78,938
120	103.74	75.66	28.08	28.0%	2.83	2.8%	88%	False	False	67,033

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.67
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110.90
2.618	107.51
1.618	105.43
1.000	104.14
0.618	103.35
HIGH	102.06
0.618	101.27
0.500	101.02
0.382	100.77
LOW	99.98
0.618	98.69
1.000	97.90
1.618	96.61
2.618	94.53
4.250	91.14

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	101.02	100.37
PP	100.81	100.35
S1	100.60	100.33

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

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