NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	87.48	89.82	2.34	2.7%	87.27
High	90.01	91.22	1.21	1.3%	91.43
Low	86.51	88.94	2.43	2.8%	85.28
Close	89.21	90.94	1.73	1.9%	88.67
Range	3.50	2.28	-1.22	-34.9%	6.15
ATR	2.70	2.67	-0.03	-1.1%	0.00
Volume	9,340	8,066	-1,274	-13.6%	26,123

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.21	96.35	92.19
R3	94.93	94.07	91.57
R2	92.65	92.65	91.36
R1	91.79	91.79	91.15	92.22
PP	90.37	90.37	90.37	90.58
S1	89.51	89.51	90.73	89.94
S2	88.09	88.09	90.52
S3	85.81	87.23	90.31
S4	83.53	84.95	89.69

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.91	103.94	92.05
R3	100.76	97.79	90.36
R2	94.61	94.61	89.80
R1	91.64	91.64	89.23	93.13
PP	88.46	88.46	88.46	89.20
S1	85.49	85.49	88.11	86.98
S2	82.31	82.31	87.54
S3	76.16	79.34	86.98
S4	70.01	73.19	85.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.43	86.51	4.92	5.4%	2.75	3.0%	90%	False	False	7,345
10	91.44	85.28	6.16	6.8%	2.49	2.7%	92%	False	False	7,782
20	91.44	82.93	8.51	9.4%	2.55	2.8%	94%	False	False	6,553
40	102.67	79.91	22.76	25.0%	2.49	2.7%	48%	False	False	5,611

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	0.54
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.91
2.618	97.19
1.618	94.91
1.000	93.50
0.618	92.63
HIGH	91.22
0.618	90.35
0.500	90.08
0.382	89.81
LOW	88.94
0.618	87.53
1.000	86.66
1.618	85.25
2.618	82.97
4.250	79.25

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	90.65	90.25
PP	90.37	89.56
S1	90.08	88.87

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

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