NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 27-Sep-2011

Day Change Summary
	Previous	Current
	26-Sep-2011	27-Sep-2011	Change	Change %	Previous Week
Open	81.00	82.56	1.56	1.9%	88.06
High	82.21	85.69	3.48	4.2%	88.93
Low	78.40	82.56	4.16	5.3%	78.72
Close	81.23	85.38	4.15	5.1%	81.00
Range	3.81	3.13	-0.68	-17.8%	10.21
ATR	3.01	3.11	0.10	3.4%	0.00
Volume	21,980	11,243	-10,737	-48.8%	63,551

Daily Pivots for day following 27-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.93	92.79	87.10
R3	90.80	89.66	86.24
R2	87.67	87.67	85.95
R1	86.53	86.53	85.67	87.10
PP	84.54	84.54	84.54	84.83
S1	83.40	83.40	85.09	83.97
S2	81.41	81.41	84.81
S3	78.28	80.27	84.52
S4	75.15	77.14	83.66

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	78.40	10.53	12.3%	3.74	4.4%	66%	False	False	15,409
10	90.93	78.40	12.53	14.7%	2.90	3.4%	56%	False	False	15,389
20	91.34	78.40	12.94	15.2%	2.70	3.2%	54%	False	False	14,938
40	97.91	78.40	19.51	22.9%	2.99	3.5%	36%	False	False	11,840
60	102.81	78.40	24.41	28.6%	2.62	3.1%	29%	False	False	9,887

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	0.51
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.99
2.618	93.88
1.618	90.75
1.000	88.82
0.618	87.62
HIGH	85.69
0.618	84.49
0.500	84.13
0.382	83.76
LOW	82.56
0.618	80.63
1.000	79.43
1.618	77.50
2.618	74.37
4.250	69.26

Fisher Pivots for day following 27-Sep-2011
Pivot	1 day	3 day
R1	84.96	84.27
PP	84.54	83.16
S1	84.13	82.05

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

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