NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	101.80	102.59	0.79	0.8%	100.30
High	103.80	102.80	-1.00	-1.0%	104.10
Low	101.80	101.03	-0.77	-0.8%	100.30
Close	102.64	101.33	-1.31	-1.3%	102.04
Range	2.00	1.77	-0.23	-11.5%	3.80
ATR	2.30	2.27	-0.04	-1.7%	0.00
Volume	52,224	44,455	-7,769	-14.9%	164,804

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.03	105.95	102.30
R3	105.26	104.18	101.82
R2	103.49	103.49	101.65
R1	102.41	102.41	101.49	102.07
PP	101.72	101.72	101.72	101.55
S1	100.64	100.64	101.17	100.30
S2	99.95	99.95	101.01
S3	98.18	98.87	100.84
S4	96.41	97.10	100.36

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.55	111.59	104.13
R3	109.75	107.79	103.09
R2	105.95	105.95	102.74
R1	103.99	103.99	102.39	104.97
PP	102.15	102.15	102.15	102.64
S1	100.19	100.19	101.69	101.17
S2	98.35	98.35	101.34
S3	94.55	96.39	101.00
S4	90.75	92.59	99.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.10	100.63	3.47	3.4%	2.00	2.0%	20%	False	False	46,991
10	104.10	98.70	5.40	5.3%	2.06	2.0%	49%	False	False	36,215
20	104.10	93.27	10.83	10.7%	2.30	2.3%	74%	False	False	29,602
40	104.10	93.27	10.83	10.7%	2.34	2.3%	74%	False	False	25,019
60	104.10	84.94	19.16	18.9%	2.37	2.3%	86%	False	False	21,720
80	104.10	76.15	27.95	27.6%	2.52	2.5%	90%	False	False	18,413
100	104.10	76.15	27.95	27.6%	2.49	2.5%	90%	False	False	16,225
120	104.10	76.15	27.95	27.6%	2.51	2.5%	90%	False	False	14,324

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	110.32
2.618	107.43
1.618	105.66
1.000	104.57
0.618	103.89
HIGH	102.80
0.618	102.12
0.500	101.92
0.382	101.71
LOW	101.03
0.618	99.94
1.000	99.26
1.618	98.17
2.618	96.40
4.250	93.51

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	101.92	102.22
PP	101.72	101.92
S1	101.53	101.63

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

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