NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 25-Jan-2012

Day Change Summary
	Previous	Current
	24-Jan-2012	25-Jan-2012	Change	Change %	Previous Week
Open	100.10	99.54	-0.56	-0.6%	99.40
High	100.41	100.70	0.29	0.3%	102.48
Low	98.56	97.88	-0.68	-0.7%	98.33
Close	99.29	99.73	0.44	0.4%	98.65
Range	1.85	2.82	0.97	52.4%	4.15
ATR	2.39	2.42	0.03	1.3%	0.00
Volume	52,895	65,829	12,934	24.5%	229,700

Daily Pivots for day following 25-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.90	106.63	101.28
R3	105.08	103.81	100.51
R2	102.26	102.26	100.25
R1	100.99	100.99	99.99	101.63
PP	99.44	99.44	99.44	99.75
S1	98.17	98.17	99.47	98.81
S2	96.62	96.62	99.21
S3	93.80	95.35	98.95
S4	90.98	92.53	98.18

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	97.71	4.77	4.8%	2.48	2.5%	42%	False	False	60,137
10	103.40	97.71	5.69	5.7%	2.55	2.6%	36%	False	False	56,263
20	104.10	97.71	6.39	6.4%	2.33	2.3%	32%	False	False	44,454
40	104.10	93.27	10.83	10.9%	2.35	2.4%	60%	False	False	33,902
60	104.10	89.34	14.76	14.8%	2.35	2.4%	70%	False	False	27,949
80	104.10	76.15	27.95	28.0%	2.45	2.5%	84%	False	False	24,089
100	104.10	76.15	27.95	28.0%	2.52	2.5%	84%	False	False	20,890
120	104.10	76.15	27.95	28.0%	2.58	2.6%	84%	False	False	18,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.76
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.69
2.618	108.08
1.618	105.26
1.000	103.52
0.618	102.44
HIGH	100.70
0.618	99.62
0.500	99.29
0.382	98.96
LOW	97.88
0.618	96.14
1.000	95.06
1.618	93.32
2.618	90.50
4.250	85.90

Fisher Pivots for day following 25-Jan-2012
Pivot	1 day	3 day
R1	99.58	99.56
PP	99.44	99.38
S1	99.29	99.21

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

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