NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 23-Sep-2011

Day Change Summary
	Previous	Current
	22-Sep-2011	23-Sep-2011	Change	Change %	Previous Week
Open	86.04	82.01	-4.03	-4.7%	88.06
High	86.04	82.47	-3.57	-4.1%	88.93
Low	80.78	78.72	-2.06	-2.6%	78.72
Close	81.49	81.00	-0.49	-0.6%	81.00
Range	5.26	3.75	-1.51	-28.7%	10.21
ATR	2.88	2.95	0.06	2.1%	0.00
Volume	14,651	18,763	4,112	28.1%	63,551

Daily Pivots for day following 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.98	90.24	83.06
R3	88.23	86.49	82.03
R2	84.48	84.48	81.69
R1	82.74	82.74	81.34	81.74
PP	80.73	80.73	80.73	80.23
S1	78.99	78.99	80.66	77.99
S2	76.98	76.98	80.31
S3	73.23	75.24	79.97
S4	69.48	71.49	78.94

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.51	107.47	86.62
R3	103.30	97.26	83.81
R2	93.09	93.09	82.87
R1	87.05	87.05	81.94	84.97
PP	82.88	82.88	82.88	81.84
S1	76.84	76.84	80.06	74.76
S2	72.67	72.67	79.13
S3	62.46	66.63	78.19
S4	52.25	56.42	75.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.93	78.72	10.21	12.6%	3.24	4.0%	22%	False	True	12,710
10	91.10	78.72	12.38	15.3%	2.79	3.4%	18%	False	True	15,048
20	91.34	78.72	12.62	15.6%	2.56	3.2%	18%	False	True	13,940
40	100.59	78.72	21.87	27.0%	2.97	3.7%	10%	False	True	11,248
60	102.81	78.72	24.09	29.7%	2.54	3.1%	9%	False	True	9,518

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	0.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.41
2.618	92.29
1.618	88.54
1.000	86.22
0.618	84.79
HIGH	82.47
0.618	81.04
0.500	80.60
0.382	80.15
LOW	78.72
0.618	76.40
1.000	74.97
1.618	72.65
2.618	68.90
4.250	62.78

Fisher Pivots for day following 23-Sep-2011
Pivot	1 day	3 day
R1	80.87	83.83
PP	80.73	82.88
S1	80.60	81.94

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

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