NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	94.54	97.77	3.23	3.4%	99.90
High	97.81	99.41	1.60	1.6%	101.60
Low	94.53	97.01	2.48	2.6%	92.95
Close	97.42	98.85	1.43	1.5%	93.98
Range	3.28	2.40	-0.88	-26.8%	8.65
ATR	2.80	2.78	-0.03	-1.0%	0.00
Volume	32,535	45,781	13,246	40.7%	300,539

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.62	104.64	100.17
R3	103.22	102.24	99.51
R2	100.82	100.82	99.29
R1	99.84	99.84	99.07	100.33
PP	98.42	98.42	98.42	98.67
S1	97.44	97.44	98.63	97.93
S2	96.02	96.02	98.41
S3	93.62	95.04	98.19
S4	91.22	92.64	97.53

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.13	116.70	98.74
R3	113.48	108.05	96.36
R2	104.83	104.83	95.57
R1	99.40	99.40	94.77	97.79
PP	96.18	96.18	96.18	95.37
S1	90.75	90.75	93.19	89.14
S2	87.53	87.53	92.39
S3	78.88	82.10	91.60
S4	70.23	73.45	89.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.41	92.95	6.46	6.5%	2.47	2.5%	91%	True	False	45,728
10	102.02	92.95	9.07	9.2%	3.01	3.0%	65%	False	False	56,648
20	102.68	92.95	9.73	9.8%	2.66	2.7%	61%	False	False	48,582
40	103.20	88.85	14.35	14.5%	2.67	2.7%	70%	False	False	43,834
60	103.20	75.90	27.30	27.6%	2.78	2.8%	84%	False	False	36,799
80	103.20	75.90	27.30	27.6%	2.76	2.8%	84%	False	False	31,333
100	103.20	75.90	27.30	27.6%	2.86	2.9%	84%	False	False	26,815
120	103.20	75.90	27.30	27.6%	2.70	2.7%	84%	False	False	23,343

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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.61
2.618	105.69
1.618	103.29
1.000	101.81
0.618	100.89
HIGH	99.41
0.618	98.49
0.500	98.21
0.382	97.93
LOW	97.01
0.618	95.53
1.000	94.61
1.618	93.13
2.618	90.73
4.250	86.81

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	98.64	97.97
PP	98.42	97.09
S1	98.21	96.21

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

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