NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	89.82	90.34	0.52	0.6%	87.27
High	91.22	90.60	-0.62	-0.7%	91.43
Low	88.94	89.07	0.13	0.1%	85.28
Close	90.94	89.92	-1.02	-1.1%	88.67
Range	2.28	1.53	-0.75	-32.9%	6.15
ATR	2.67	2.62	-0.06	-2.1%	0.00
Volume	8,066	13,148	5,082	63.0%	26,123

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.45	93.72	90.76
R3	92.92	92.19	90.34
R2	91.39	91.39	90.20
R1	90.66	90.66	90.06	90.26
PP	89.86	89.86	89.86	89.67
S1	89.13	89.13	89.78	88.73
S2	88.33	88.33	89.64
S3	86.80	87.60	89.50
S4	85.27	86.07	89.08

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	91.22	86.51	4.71	5.2%	2.39	2.7%	72%	False	False	9,187
10	91.44	85.28	6.16	6.9%	2.41	2.7%	75%	False	False	8,702
20	91.44	82.93	8.51	9.5%	2.54	2.8%	82%	False	False	7,076
40	102.67	79.91	22.76	25.3%	2.50	2.8%	44%	False	False	5,862

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.10
2.618	94.61
1.618	93.08
1.000	92.13
0.618	91.55
HIGH	90.60
0.618	90.02
0.500	89.84
0.382	89.65
LOW	89.07
0.618	88.12
1.000	87.54
1.618	86.59
2.618	85.06
4.250	82.57

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	89.89	89.57
PP	89.86	89.22
S1	89.84	88.87

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

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