NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	98.77	99.10	0.33	0.3%	100.00
High	100.09	100.18	0.09	0.1%	101.29
Low	98.10	98.66	0.56	0.6%	95.44
Close	98.71	99.84	1.13	1.1%	97.84
Range	1.99	1.52	-0.47	-23.6%	5.85
ATR	2.37	2.31	-0.06	-2.6%	0.00
Volume	339,608	267,614	-71,994	-21.2%	1,428,161

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.12	103.50	100.68
R3	102.60	101.98	100.26
R2	101.08	101.08	100.12
R1	100.46	100.46	99.98	100.77
PP	99.56	99.56	99.56	99.72
S1	98.94	98.94	99.70	99.25
S2	98.04	98.04	99.56
S3	96.52	97.42	99.42
S4	95.00	95.90	99.00

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.74	112.64	101.06
R3	109.89	106.79	99.45
R2	104.04	104.04	98.91
R1	100.94	100.94	98.38	99.57
PP	98.19	98.19	98.19	97.50
S1	95.09	95.09	97.30	93.72
S2	92.34	92.34	96.77
S3	86.49	89.24	96.23
S4	80.64	83.39	94.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.18	95.84	4.34	4.3%	2.04	2.0%	92%	True	False	306,180
10	101.29	95.44	5.85	5.9%	2.17	2.2%	75%	False	False	290,018
20	103.19	95.44	7.75	7.8%	2.40	2.4%	57%	False	False	252,758
40	103.90	92.95	10.95	11.0%	2.40	2.4%	63%	False	False	158,035
60	103.90	92.95	10.95	11.0%	2.47	2.5%	63%	False	False	120,907
80	103.90	84.69	19.21	19.2%	2.53	2.5%	79%	False	False	98,910
100	103.90	75.90	28.00	28.0%	2.64	2.6%	86%	False	False	82,617
120	103.90	75.90	28.00	28.0%	2.61	2.6%	86%	False	False	71,043

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	0.68
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.64
2.618	104.16
1.618	102.64
1.000	101.70
0.618	101.12
HIGH	100.18
0.618	99.60
0.500	99.42
0.382	99.24
LOW	98.66
0.618	97.72
1.000	97.14
1.618	96.20
2.618	94.68
4.250	92.20

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	99.70	99.23
PP	99.56	98.62
S1	99.42	98.01

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

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