NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	101.56	102.43	0.87	0.9%	99.75
High	103.60	102.64	-0.96	-0.9%	103.90
Low	101.54	100.78	-0.76	-0.7%	99.75
Close	102.44	101.09	-1.35	-1.3%	101.78
Range	2.06	1.86	-0.20	-9.7%	4.15
ATR	2.39	2.35	-0.04	-1.6%	0.00
Volume	118,320	129,190	10,870	9.2%	320,939

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.08	105.95	102.11
R3	105.22	104.09	101.60
R2	103.36	103.36	101.43
R1	102.23	102.23	101.26	101.87
PP	101.50	101.50	101.50	101.32
S1	100.37	100.37	100.92	100.01
S2	99.64	99.64	100.75
S3	97.78	98.51	100.58
S4	95.92	96.65	100.07

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.26	112.17	104.06
R3	110.11	108.02	102.92
R2	105.96	105.96	102.54
R1	103.87	103.87	102.16	104.92
PP	101.81	101.81	101.81	102.33
S1	99.72	99.72	101.40	100.77
S2	97.66	97.66	101.02
S3	93.51	95.57	100.64
S4	89.36	91.42	99.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.87	100.34	3.53	3.5%	2.04	2.0%	21%	False	False	100,198
10	103.90	98.45	5.45	5.4%	2.14	2.1%	48%	False	False	79,054
20	103.90	92.95	10.95	10.8%	2.40	2.4%	74%	False	False	63,312
40	103.90	92.95	10.95	10.8%	2.50	2.5%	74%	False	False	54,982
60	103.90	84.69	19.21	19.0%	2.57	2.5%	85%	False	False	47,627
80	103.90	75.90	28.00	27.7%	2.70	2.7%	90%	False	False	40,082
100	103.90	75.90	28.00	27.7%	2.65	2.6%	90%	False	False	34,700
120	103.90	75.90	28.00	27.7%	2.72	2.7%	90%	False	False	30,237

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110.55
2.618	107.51
1.618	105.65
1.000	104.50
0.618	103.79
HIGH	102.64
0.618	101.93
0.500	101.71
0.382	101.49
LOW	100.78
0.618	99.63
1.000	98.92
1.618	97.77
2.618	95.91
4.250	92.88

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	101.71	101.97
PP	101.50	101.68
S1	101.30	101.38

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

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