NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	99.32	99.62	0.30	0.3%	94.19
High	100.32	100.50	0.18	0.2%	100.50
Low	98.88	99.59	0.71	0.7%	93.29
Close	99.86	99.98	0.12	0.1%	99.98
Range	1.44	0.91	-0.53	-36.8%	7.21
ATR	2.53	2.42	-0.12	-4.6%	0.00
Volume	30,343	20,489	-9,854	-32.5%	111,709

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.75	102.28	100.48
R3	101.84	101.37	100.23
R2	100.93	100.93	100.15
R1	100.46	100.46	100.06	100.70
PP	100.02	100.02	100.02	100.14
S1	99.55	99.55	99.90	99.79
S2	99.11	99.11	99.81
S3	98.20	98.64	99.73
S4	97.29	97.73	99.48

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.55	116.98	103.95
R3	112.34	109.77	101.96
R2	105.13	105.13	101.30
R1	102.56	102.56	100.64	103.85
PP	97.92	97.92	97.92	98.57
S1	95.35	95.35	99.32	96.64
S2	90.71	90.71	98.66
S3	83.50	88.14	98.00
S4	76.29	80.93	96.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.50	93.29	7.21	7.2%	1.90	1.9%	93%	True	False	22,341
10	101.67	93.27	8.40	8.4%	2.49	2.5%	80%	False	False	24,382
20	102.55	93.27	9.28	9.3%	2.38	2.4%	72%	False	False	23,349
40	103.08	89.34	13.74	13.7%	2.35	2.4%	77%	False	False	19,696
60	103.08	76.15	26.93	26.9%	2.49	2.5%	88%	False	False	17,301
80	103.08	76.15	26.93	26.9%	2.56	2.6%	88%	False	False	14,999
100	103.08	76.15	26.93	26.9%	2.64	2.6%	88%	False	False	13,132

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Narrowest range in 103 trading days

Fibonacci Retracements and Extensions
4.250	104.37
2.618	102.88
1.618	101.97
1.000	101.41
0.618	101.06
HIGH	100.50
0.618	100.15
0.500	100.05
0.382	99.94
LOW	99.59
0.618	99.03
1.000	98.68
1.618	98.12
2.618	97.21
4.250	95.72

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	100.05	99.60
PP	100.02	99.22
S1	100.00	98.85

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

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