NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 02-Dec-2011

Day Change Summary
	Previous	Current
	01-Dec-2011	02-Dec-2011	Change	Change %	Previous Week
Open	100.70	100.25	-0.45	-0.4%	97.72
High	101.29	101.78	0.49	0.5%	101.86
Low	99.03	100.04	1.01	1.0%	97.37
Close	100.45	101.22	0.77	0.8%	101.22
Range	2.26	1.74	-0.52	-23.0%	4.49
ATR	2.80	2.72	-0.08	-2.7%	0.00
Volume	44,314	41,723	-2,591	-5.8%	202,336

Daily Pivots for day following 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.23	105.47	102.18
R3	104.49	103.73	101.70
R2	102.75	102.75	101.54
R1	101.99	101.99	101.38	102.37
PP	101.01	101.01	101.01	101.21
S1	100.25	100.25	101.06	100.63
S2	99.27	99.27	100.90
S3	97.53	98.51	100.74
S4	95.79	96.77	100.26

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.62	111.91	103.69
R3	109.13	107.42	102.45
R2	104.64	104.64	102.04
R1	102.93	102.93	101.63	103.79
PP	100.15	100.15	100.15	100.58
S1	98.44	98.44	100.81	99.30
S2	95.66	95.66	100.40
S3	91.17	93.95	99.99
S4	86.68	89.46	98.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.86	97.37	4.49	4.4%	2.59	2.6%	86%	False	False	40,467
10	101.86	95.30	6.56	6.5%	2.55	2.5%	90%	False	False	42,921
20	103.20	92.80	10.40	10.3%	2.59	2.6%	81%	False	False	41,348
40	103.20	81.87	21.33	21.1%	2.68	2.6%	91%	False	False	35,542
60	103.20	75.90	27.30	27.0%	2.82	2.8%	93%	False	False	28,959
80	103.20	75.90	27.30	27.0%	2.78	2.7%	93%	False	False	24,370
100	103.20	75.90	27.30	27.0%	2.77	2.7%	93%	False	False	20,856
120	103.20	75.90	27.30	27.0%	2.61	2.6%	93%	False	False	18,333

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.50
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	109.18
2.618	106.34
1.618	104.60
1.000	103.52
0.618	102.86
HIGH	101.78
0.618	101.12
0.500	100.91
0.382	100.70
LOW	100.04
0.618	98.96
1.000	98.30
1.618	97.22
2.618	95.48
4.250	92.65

Fisher Pivots for day following 02-Dec-2011
Pivot	1 day	3 day
R1	101.12	100.96
PP	101.01	100.70
S1	100.91	100.45

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

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