NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	100.00	98.88	-1.12	-1.1%	98.34
High	100.05	101.29	1.24	1.2%	101.39
Low	98.43	97.86	-0.57	-0.6%	97.40
Close	98.78	98.48	-0.30	-0.3%	99.56
Range	1.62	3.43	1.81	111.7%	3.99
ATR	2.35	2.42	0.08	3.3%	0.00
Volume	197,802	351,698	153,896	77.8%	1,239,812

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.50	107.42	100.37
R3	106.07	103.99	99.42
R2	102.64	102.64	99.11
R1	100.56	100.56	98.79	99.89
PP	99.21	99.21	99.21	98.87
S1	97.13	97.13	98.17	96.46
S2	95.78	95.78	97.85
S3	92.35	93.70	97.54
S4	88.92	90.27	96.59

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	97.53	3.86	3.9%	2.31	2.3%	25%	False	False	268,468
10	102.24	97.40	4.84	4.9%	2.36	2.4%	22%	False	False	252,571
20	103.90	97.40	6.50	6.6%	2.43	2.5%	17%	False	False	180,341
40	103.90	92.95	10.95	11.1%	2.41	2.4%	51%	False	False	113,995
60	103.90	90.50	13.40	13.6%	2.50	2.5%	60%	False	False	89,534
80	103.90	79.75	24.15	24.5%	2.57	2.6%	78%	False	False	74,520
100	103.90	75.90	28.00	28.4%	2.65	2.7%	81%	False	False	62,683
120	103.90	75.90	28.00	28.4%	2.67	2.7%	81%	False	False	53,988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.73
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	115.87
2.618	110.27
1.618	106.84
1.000	104.72
0.618	103.41
HIGH	101.29
0.618	99.98
0.500	99.58
0.382	99.17
LOW	97.86
0.618	95.74
1.000	94.43
1.618	92.31
2.618	88.88
4.250	83.28

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	99.58	99.58
PP	99.21	99.21
S1	98.85	98.85

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

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