NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 28-Dec-2011

Day Change Summary
	Previous	Current
	27-Dec-2011	28-Dec-2011	Change	Change %	Previous Week
Open	100.10	101.38	1.28	1.3%	94.19
High	102.01	101.89	-0.12	-0.1%	100.50
Low	99.67	99.43	-0.24	-0.2%	93.29
Close	101.60	99.70	-1.90	-1.9%	99.98
Range	2.34	2.46	0.12	5.1%	7.21
ATR	2.41	2.41	0.00	0.1%	0.00
Volume	8,766	13,264	4,498	51.3%	111,709

Daily Pivots for day following 28-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.72	106.17	101.05
R3	105.26	103.71	100.38
R2	102.80	102.80	100.15
R1	101.25	101.25	99.93	100.80
PP	100.34	100.34	100.34	100.11
S1	98.79	98.79	99.47	98.34
S2	97.88	97.88	99.25
S3	95.42	96.33	99.02
S4	92.96	93.87	98.35

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	102.01	97.19	4.82	4.8%	1.89	1.9%	52%	False	False	18,955
10	102.01	93.27	8.74	8.8%	2.44	2.5%	74%	False	False	22,434
20	102.55	93.27	9.28	9.3%	2.35	2.4%	69%	False	False	22,999
40	103.08	89.34	13.74	13.8%	2.39	2.4%	75%	False	False	19,566
60	103.08	76.15	26.93	27.0%	2.45	2.5%	87%	False	False	17,460
80	103.08	76.15	26.93	27.0%	2.57	2.6%	87%	False	False	14,977
100	103.08	76.15	26.93	27.0%	2.59	2.6%	87%	False	False	13,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	112.35
2.618	108.33
1.618	105.87
1.000	104.35
0.618	103.41
HIGH	101.89
0.618	100.95
0.500	100.66
0.382	100.37
LOW	99.43
0.618	97.91
1.000	96.97
1.618	95.45
2.618	92.99
4.250	88.98

Fisher Pivots for day following 28-Dec-2011
Pivot	1 day	3 day
R1	100.66	100.72
PP	100.34	100.38
S1	100.02	100.04

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

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