NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 13-Jan-2012

Day Change Summary
	Previous	Current
	12-Jan-2012	13-Jan-2012	Change	Change %	Previous Week
Open	101.49	99.72	-1.77	-1.7%	102.50
High	103.40	100.67	-2.73	-2.6%	103.80
Low	99.00	98.25	-0.75	-0.8%	98.25
Close	99.56	99.12	-0.44	-0.4%	99.12
Range	4.40	2.42	-1.98	-45.0%	5.55
ATR	2.42	2.42	0.00	0.0%	0.00
Volume	41,788	44,095	2,307	5.5%	235,691

Daily Pivots for day following 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.61	105.28	100.45
R3	104.19	102.86	99.79
R2	101.77	101.77	99.56
R1	100.44	100.44	99.34	99.90
PP	99.35	99.35	99.35	99.07
S1	98.02	98.02	98.90	97.48
S2	96.93	96.93	98.68
S3	94.51	95.60	98.45
S4	92.09	93.18	97.79

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.04	113.63	102.17
R3	111.49	108.08	100.65
R2	105.94	105.94	100.14
R1	102.53	102.53	99.63	101.46
PP	100.39	100.39	100.39	99.86
S1	96.98	96.98	98.61	95.91
S2	94.84	94.84	98.10
S3	89.29	91.43	97.59
S4	83.74	85.88	96.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.80	98.25	5.55	5.6%	2.51	2.5%	16%	False	True	47,138
10	104.10	98.25	5.85	5.9%	2.34	2.4%	15%	False	True	41,946
20	104.10	93.27	10.83	10.9%	2.19	2.2%	54%	False	False	31,130
40	104.10	93.27	10.83	10.9%	2.42	2.4%	54%	False	False	26,500
60	104.10	84.94	19.16	19.3%	2.40	2.4%	74%	False	False	22,796
80	104.10	76.15	27.95	28.2%	2.55	2.6%	82%	False	False	19,333
100	104.10	76.15	27.95	28.2%	2.50	2.5%	82%	False	False	16,910
120	104.10	76.15	27.95	28.2%	2.55	2.6%	82%	False	False	14,941

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.96
2.618	107.01
1.618	104.59
1.000	103.09
0.618	102.17
HIGH	100.67
0.618	99.75
0.500	99.46
0.382	99.17
LOW	98.25
0.618	96.75
1.000	95.83
1.618	94.33
2.618	91.91
4.250	87.97

Fisher Pivots for day following 13-Jan-2012
Pivot	1 day	3 day
R1	99.46	100.83
PP	99.35	100.26
S1	99.23	99.69

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

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