NYMEX Light Sweet Crude Oil Future March 2012

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

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	88.06	86.90	-1.16	-1.3%	87.35
High	88.52	88.50	-0.02	0.0%	91.10
Low	85.97	86.61	0.64	0.7%	86.20
Close	86.76	87.94	1.18	1.4%	89.27
Range	2.55	1.89	-0.66	-25.9%	4.90
ATR	2.67	2.62	-0.06	-2.1%	0.00
Volume	8,882	10,845	1,963	22.1%	86,930

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.35	92.54	88.98
R3	91.46	90.65	88.46
R2	89.57	89.57	88.29
R1	88.76	88.76	88.11	89.17
PP	87.68	87.68	87.68	87.89
S1	86.87	86.87	87.77	87.28
S2	85.79	85.79	87.59
S3	83.90	84.98	87.42
S4	82.01	83.09	86.90

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.56	101.31	91.97
R3	98.66	96.41	90.62
R2	93.76	93.76	90.17
R1	91.51	91.51	89.72	92.64
PP	88.86	88.86	88.86	89.42
S1	86.61	86.61	88.82	87.74
S2	83.96	83.96	88.37
S3	79.06	81.71	87.92
S4	74.16	76.81	86.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.93	85.97	4.96	5.6%	2.05	2.3%	40%	False	False	15,369
10	91.25	85.97	5.28	6.0%	2.42	2.8%	37%	False	False	14,476
20	91.34	85.02	6.32	7.2%	2.29	2.6%	46%	False	False	13,006
40	102.81	79.11	23.70	27.0%	2.81	3.2%	37%	False	False	10,627
60	102.81	79.11	23.70	27.0%	2.41	2.7%	37%	False	False	9,065

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.53
2.618	93.45
1.618	91.56
1.000	90.39
0.618	89.67
HIGH	88.50
0.618	87.78
0.500	87.56
0.382	87.33
LOW	86.61
0.618	85.44
1.000	84.72
1.618	83.55
2.618	81.66
4.250	78.58

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	87.81	88.36
PP	87.68	88.22
S1	87.56	88.08

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

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