NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	101.81	100.81	-1.00	-1.0%	99.40
High	102.48	101.17	-1.31	-1.3%	102.48
Low	100.40	98.33	-2.07	-2.1%	98.33
Close	100.80	98.65	-2.15	-2.1%	98.65
Range	2.08	2.84	0.76	36.5%	4.15
ATR	2.37	2.41	0.03	1.4%	0.00
Volume	49,692	48,400	-1,292	-2.6%	229,700

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.90	106.12	100.21
R3	105.06	103.28	99.43
R2	102.22	102.22	99.17
R1	100.44	100.44	98.91	99.91
PP	99.38	99.38	99.38	99.12
S1	97.60	97.60	98.39	97.07
S2	96.54	96.54	98.13
S3	93.70	94.76	97.87
S4	90.86	91.92	97.09

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.27	109.61	100.93
R3	108.12	105.46	99.79
R2	103.97	103.97	99.41
R1	101.31	101.31	99.03	100.57
PP	99.82	99.82	99.82	99.45
S1	97.16	97.16	98.27	96.42
S2	95.67	95.67	97.89
S3	91.52	93.01	97.51
S4	87.37	88.86	96.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.48	98.25	4.23	4.3%	2.37	2.4%	9%	False	False	54,759
10	103.80	98.25	5.55	5.6%	2.39	2.4%	7%	False	False	50,704
20	104.10	97.19	6.91	7.0%	2.19	2.2%	21%	False	False	37,962
40	104.10	93.27	10.83	11.0%	2.31	2.3%	50%	False	False	30,217
60	104.10	89.34	14.76	15.0%	2.36	2.4%	63%	False	False	26,046
80	104.10	76.15	27.95	28.3%	2.48	2.5%	81%	False	False	21,789
100	104.10	76.15	27.95	28.3%	2.50	2.5%	81%	False	False	19,002
120	104.10	76.15	27.95	28.3%	2.59	2.6%	81%	False	False	16,722

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	0.60
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113.24
2.618	108.61
1.618	105.77
1.000	104.01
0.618	102.93
HIGH	101.17
0.618	100.09
0.500	99.75
0.382	99.41
LOW	98.33
0.618	96.57
1.000	95.49
1.618	93.73
2.618	90.89
4.250	86.26

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	99.75	100.41
PP	99.38	99.82
S1	99.02	99.24

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

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