NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	98.76	100.02	1.26	1.3%	101.88
High	100.19	100.02	-0.17	-0.2%	102.55
Low	98.00	98.15	0.15	0.2%	98.00
Close	99.89	98.37	-1.52	-1.5%	99.89
Range	2.19	1.87	-0.32	-14.6%	4.55
ATR	2.44	2.40	-0.04	-1.7%	0.00
Volume	30,037	22,700	-7,337	-24.4%	131,716

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.46	103.28	99.40
R3	102.59	101.41	98.88
R2	100.72	100.72	98.71
R1	99.54	99.54	98.54	99.20
PP	98.85	98.85	98.85	98.67
S1	97.67	97.67	98.20	97.33
S2	96.98	96.98	98.03
S3	95.11	95.80	97.86
S4	93.24	93.93	97.34

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.80	111.39	102.39
R3	109.25	106.84	101.14
R2	104.70	104.70	100.72
R1	102.29	102.29	100.31	101.22
PP	100.15	100.15	100.15	99.61
S1	97.74	97.74	99.47	96.67
S2	95.60	95.60	99.06
S3	91.05	93.19	98.64
S4	86.50	88.64	97.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.30	98.00	4.30	4.4%	2.19	2.2%	9%	False	False	27,296
10	102.55	97.67	4.88	5.0%	2.16	2.2%	14%	False	False	23,507
20	103.08	95.50	7.58	7.7%	2.38	2.4%	38%	False	False	20,437
40	103.08	84.94	18.14	18.4%	2.40	2.4%	74%	False	False	17,779
60	103.08	76.15	26.93	27.4%	2.59	2.6%	83%	False	False	14,684
80	103.08	76.15	26.93	27.4%	2.53	2.6%	83%	False	False	12,881
100	103.08	76.15	26.93	27.4%	2.55	2.6%	83%	False	False	11,268

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	0.48
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107.97
2.618	104.92
1.618	103.05
1.000	101.89
0.618	101.18
HIGH	100.02
0.618	99.31
0.500	99.09
0.382	98.86
LOW	98.15
0.618	96.99
1.000	96.28
1.618	95.12
2.618	93.25
4.250	90.20

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	99.09	100.07
PP	98.85	99.50
S1	98.61	98.94

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

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