NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	99.90	98.21	-1.69	-1.7%	101.60
High	99.92	101.60	1.68	1.7%	102.68
Low	97.94	98.03	0.09	0.1%	97.78
Close	98.18	100.48	2.30	2.3%	99.75
Range	1.98	3.57	1.59	80.3%	4.90
ATR	2.58	2.65	0.07	2.7%	0.00
Volume	55,664	53,778	-1,886	-3.4%	253,003

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.75	109.18	102.44
R3	107.18	105.61	101.46
R2	103.61	103.61	101.13
R1	102.04	102.04	100.81	102.83
PP	100.04	100.04	100.04	100.43
S1	98.47	98.47	100.15	99.26
S2	96.47	96.47	99.83
S3	92.90	94.90	99.50
S4	89.33	91.33	98.52

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.77	112.16	102.45
R3	109.87	107.26	101.10
R2	104.97	104.97	100.65
R1	102.36	102.36	100.20	101.22
PP	100.07	100.07	100.07	99.50
S1	97.46	97.46	99.30	96.32
S2	95.17	95.17	98.85
S3	90.27	92.56	98.40
S4	85.37	87.66	97.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.28	97.78	4.50	4.5%	2.83	2.8%	60%	False	False	58,547
10	102.68	97.78	4.90	4.9%	2.42	2.4%	55%	False	False	49,510
20	103.20	95.30	7.90	7.9%	2.71	2.7%	66%	False	False	47,528
40	103.20	84.69	18.51	18.4%	2.69	2.7%	85%	False	False	40,541
60	103.20	75.90	27.30	27.2%	2.82	2.8%	90%	False	False	33,087
80	103.20	75.90	27.30	27.2%	2.70	2.7%	90%	False	False	28,032
100	103.20	75.90	27.30	27.2%	2.81	2.8%	90%	False	False	24,082
120	103.20	75.90	27.30	27.2%	2.62	2.6%	90%	False	False	21,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116.77
2.618	110.95
1.618	107.38
1.000	105.17
0.618	103.81
HIGH	101.60
0.618	100.24
0.500	99.82
0.382	99.39
LOW	98.03
0.618	95.82
1.000	94.46
1.618	92.25
2.618	88.68
4.250	82.86

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	100.26	100.22
PP	100.04	99.95
S1	99.82	99.69

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

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