NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 22-Sep-2011

Day Change Summary
	Previous	Current
	21-Sep-2011	22-Sep-2011	Change	Change %	Previous Week
Open	87.64	86.04	-1.60	-1.8%	87.35
High	88.93	86.04	-2.89	-3.2%	91.10
Low	86.17	80.78	-5.39	-6.3%	86.20
Close	87.00	81.49	-5.51	-6.3%	89.27
Range	2.76	5.26	2.50	90.6%	4.90
ATR	2.63	2.88	0.26	9.8%	0.00
Volume	10,410	14,651	4,241	40.7%	86,930

Daily Pivots for day following 22-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.55	95.28	84.38
R3	93.29	90.02	82.94
R2	88.03	88.03	82.45
R1	84.76	84.76	81.97	83.77
PP	82.77	82.77	82.77	82.27
S1	79.50	79.50	81.01	78.51
S2	77.51	77.51	80.53
S3	72.25	74.24	80.04
S4	66.99	68.98	78.60

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	90.75	80.78	9.97	12.2%	2.96	3.6%	7%	False	True	11,090
10	91.10	80.78	10.32	12.7%	2.75	3.4%	7%	False	True	15,068
20	91.34	80.78	10.56	13.0%	2.52	3.1%	7%	False	True	13,391
40	100.59	79.11	21.48	26.4%	2.90	3.6%	11%	False	False	10,907
60	102.81	79.11	23.70	29.1%	2.52	3.1%	10%	False	False	9,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	108.40
2.618	99.81
1.618	94.55
1.000	91.30
0.618	89.29
HIGH	86.04
0.618	84.03
0.500	83.41
0.382	82.79
LOW	80.78
0.618	77.53
1.000	75.52
1.618	72.27
2.618	67.01
4.250	58.43

Fisher Pivots for day following 22-Sep-2011
Pivot	1 day	3 day
R1	83.41	84.86
PP	82.77	83.73
S1	82.13	82.61

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

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