NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	99.96	99.93	-0.03	0.0%	98.34
High	101.39	100.63	-0.76	-0.7%	101.39
Low	99.23	99.13	-0.10	-0.1%	97.40
Close	99.70	99.56	-0.14	-0.1%	99.56
Range	2.16	1.50	-0.66	-30.6%	3.99
ATR	2.47	2.40	-0.07	-2.8%	0.00
Volume	249,035	238,695	-10,340	-4.2%	1,239,812

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.27	103.42	100.39
R3	102.77	101.92	99.97
R2	101.27	101.27	99.84
R1	100.42	100.42	99.70	100.10
PP	99.77	99.77	99.77	99.61
S1	98.92	98.92	99.42	98.60
S2	98.27	98.27	99.29
S3	96.77	97.42	99.15
S4	95.27	95.92	98.74

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.42	109.48	101.75
R3	107.43	105.49	100.66
R2	103.44	103.44	100.29
R1	101.50	101.50	99.93	102.47
PP	99.45	99.45	99.45	99.94
S1	97.51	97.51	99.19	98.48
S2	95.46	95.46	98.83
S3	91.47	93.52	98.46
S4	87.48	89.53	97.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.39	97.40	3.99	4.0%	2.26	2.3%	54%	False	False	247,962
10	102.24	97.40	4.84	4.9%	2.34	2.4%	45%	False	False	228,100
20	103.90	97.40	6.50	6.5%	2.33	2.3%	33%	False	False	157,496
40	103.90	92.95	10.95	11.0%	2.41	2.4%	60%	False	False	102,530
60	103.90	88.85	15.05	15.1%	2.51	2.5%	71%	False	False	81,381
80	103.90	75.90	28.00	28.1%	2.57	2.6%	85%	False	False	68,109
100	103.90	75.90	28.00	28.1%	2.67	2.7%	85%	False	False	57,383
120	103.90	75.90	28.00	28.1%	2.72	2.7%	85%	False	False	49,583

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	107.01
2.618	104.56
1.618	103.06
1.000	102.13
0.618	101.56
HIGH	100.63
0.618	100.06
0.500	99.88
0.382	99.70
LOW	99.13
0.618	98.20
1.000	97.63
1.618	96.70
2.618	95.20
4.250	92.76

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	99.88	99.53
PP	99.77	99.49
S1	99.67	99.46

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

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