NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	100.73	100.90	0.17	0.2%	97.74
High	101.84	102.54	0.70	0.7%	100.18
Low	100.28	100.61	0.33	0.3%	95.84
Close	100.74	101.80	1.06	1.1%	98.67
Range	1.56	1.93	0.37	23.7%	4.34
ATR	2.28	2.25	-0.02	-1.1%	0.00
Volume	285,617	258,119	-27,498	-9.6%	1,504,089

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.44	106.55	102.86
R3	105.51	104.62	102.33
R2	103.58	103.58	102.15
R1	102.69	102.69	101.98	103.14
PP	101.65	101.65	101.65	101.87
S1	100.76	100.76	101.62	101.21
S2	99.72	99.72	101.45
S3	97.79	98.83	101.27
S4	95.86	96.90	100.74

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.25	109.30	101.06
R3	106.91	104.96	99.86
R2	102.57	102.57	99.47
R1	100.62	100.62	99.07	101.60
PP	98.23	98.23	98.23	98.72
S1	96.28	96.28	98.27	97.26
S2	93.89	93.89	97.87
S3	89.55	91.94	97.48
S4	85.21	87.60	96.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.54	97.32	5.22	5.1%	1.90	1.9%	86%	True	False	264,637
10	102.54	95.44	7.10	7.0%	2.07	2.0%	90%	True	False	289,521
20	102.54	95.44	7.10	7.0%	2.22	2.2%	90%	True	False	275,621
40	103.90	93.00	10.90	10.7%	2.24	2.2%	81%	False	False	178,302
60	103.90	92.95	10.95	10.8%	2.39	2.3%	81%	False	False	135,247
80	103.90	86.50	17.40	17.1%	2.48	2.4%	88%	False	False	111,084
100	103.90	75.90	28.00	27.5%	2.59	2.5%	93%	False	False	92,725
120	103.90	75.90	28.00	27.5%	2.58	2.5%	93%	False	False	79,502

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	110.74
2.618	107.59
1.618	105.66
1.000	104.47
0.618	103.73
HIGH	102.54
0.618	101.80
0.500	101.58
0.382	101.35
LOW	100.61
0.618	99.42
1.000	98.68
1.618	97.49
2.618	95.56
4.250	92.41

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	101.73	101.47
PP	101.65	101.14
S1	101.58	100.82

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

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