NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	99.40	101.50	2.10	2.1%	102.50
High	101.48	102.45	0.97	1.0%	103.80
Low	99.10	100.30	1.20	1.2%	98.25
Close	101.14	100.98	-0.16	-0.2%	99.12
Range	2.38	2.15	-0.23	-9.7%	5.55
ATR	2.42	2.40	-0.02	-0.8%	0.00
Volume	60,761	70,847	10,086	16.6%	235,691

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.69	106.49	102.16
R3	105.54	104.34	101.57
R2	103.39	103.39	101.37
R1	102.19	102.19	101.18	101.72
PP	101.24	101.24	101.24	101.01
S1	100.04	100.04	100.78	99.57
S2	99.09	99.09	100.59
S3	96.94	97.89	100.39
S4	94.79	95.74	99.80

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	103.40	98.25	5.15	5.1%	2.62	2.6%	53%	False	False	52,389
10	104.10	98.25	5.85	5.8%	2.32	2.3%	47%	False	False	50,823
20	104.10	93.29	10.81	10.7%	2.19	2.2%	71%	False	False	35,005
40	104.10	93.27	10.83	10.7%	2.33	2.3%	71%	False	False	28,728
60	104.10	86.65	17.45	17.3%	2.38	2.4%	82%	False	False	24,724
80	104.10	76.15	27.95	27.7%	2.51	2.5%	89%	False	False	20,782
100	104.10	76.15	27.95	27.7%	2.50	2.5%	89%	False	False	18,123
120	104.10	76.15	27.95	27.7%	2.56	2.5%	89%	False	False	15,968

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.63
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.59
2.618	108.08
1.618	105.93
1.000	104.60
0.618	103.78
HIGH	102.45
0.618	101.63
0.500	101.38
0.382	101.12
LOW	100.30
0.618	98.97
1.000	98.15
1.618	96.82
2.618	94.67
4.250	91.16

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	101.38	100.77
PP	101.24	100.56
S1	101.11	100.35

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

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