NYMEX Light Sweet Crude Oil Future March 2012

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

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	99.50	99.94	0.44	0.4%	93.96
High	100.38	101.88	1.50	1.5%	100.38
Low	99.45	99.52	0.07	0.1%	93.00
Close	99.83	101.46	1.63	1.6%	99.83
Range	0.93	2.36	1.43	153.8%	7.38
ATR	2.56	2.54	-0.01	-0.6%	0.00
Volume	34,344	23,034	-11,310	-32.9%	207,783

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.03	107.11	102.76
R3	105.67	104.75	102.11
R2	103.31	103.31	101.89
R1	102.39	102.39	101.68	102.85
PP	100.95	100.95	100.95	101.19
S1	100.03	100.03	101.24	100.49
S2	98.59	98.59	101.03
S3	96.23	97.67	100.81
S4	93.87	95.31	100.16

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.88	117.23	103.89
R3	112.50	109.85	101.86
R2	105.12	105.12	101.18
R1	102.47	102.47	100.51	103.80
PP	97.74	97.74	97.74	98.40
S1	95.09	95.09	99.15	96.42
S2	90.36	90.36	98.48
S3	82.98	87.71	97.80
S4	75.60	80.33	95.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.88	94.53	7.35	7.2%	2.09	2.1%	94%	True	False	37,928
10	101.88	92.95	8.93	8.8%	2.65	2.6%	95%	True	False	47,569
20	102.68	92.95	9.73	9.6%	2.49	2.5%	87%	False	False	47,925
40	103.20	88.85	14.35	14.1%	2.59	2.6%	88%	False	False	43,054
60	103.20	75.90	27.30	26.9%	2.65	2.6%	94%	False	False	38,014
80	103.20	75.90	27.30	26.9%	2.76	2.7%	94%	False	False	32,065
100	103.20	75.90	27.30	26.9%	2.82	2.8%	94%	False	False	27,741
120	103.20	75.90	27.30	26.9%	2.70	2.7%	94%	False	False	24,152

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.91
2.618	108.06
1.618	105.70
1.000	104.24
0.618	103.34
HIGH	101.88
0.618	100.98
0.500	100.70
0.382	100.42
LOW	99.52
0.618	98.06
1.000	97.16
1.618	95.70
2.618	93.34
4.250	89.49

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	101.21	101.07
PP	100.95	100.68
S1	100.70	100.29

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

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