NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	99.54	100.20	0.66	0.7%	99.40
High	100.70	101.70	1.00	1.0%	102.48
Low	97.88	99.59	1.71	1.7%	98.33
Close	99.73	100.04	0.31	0.3%	98.65
Range	2.82	2.11	-0.71	-25.2%	4.15
ATR	2.42	2.40	-0.02	-0.9%	0.00
Volume	65,829	65,464	-365	-0.6%	229,700

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.77	105.52	101.20
R3	104.66	103.41	100.62
R2	102.55	102.55	100.43
R1	101.30	101.30	100.23	100.87
PP	100.44	100.44	100.44	100.23
S1	99.19	99.19	99.85	98.76
S2	98.33	98.33	99.65
S3	96.22	97.08	99.46
S4	94.11	94.97	98.88

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	101.70	97.71	3.99	4.0%	2.48	2.5%	58%	True	False	63,292
10	103.40	97.71	5.69	5.7%	2.59	2.6%	41%	False	False	58,364
20	104.10	97.71	6.39	6.4%	2.32	2.3%	36%	False	False	47,289
40	104.10	93.27	10.83	10.8%	2.33	2.3%	63%	False	False	35,269
60	104.10	89.34	14.76	14.8%	2.36	2.4%	72%	False	False	28,788
80	104.10	76.15	27.95	27.9%	2.42	2.4%	85%	False	False	24,842
100	104.10	76.15	27.95	27.9%	2.52	2.5%	85%	False	False	21,359
120	104.10	76.15	27.95	27.9%	2.56	2.6%	85%	False	False	18,844

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	0.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.67
2.618	107.22
1.618	105.11
1.000	103.81
0.618	103.00
HIGH	101.70
0.618	100.89
0.500	100.65
0.382	100.40
LOW	99.59
0.618	98.29
1.000	97.48
1.618	96.18
2.618	94.07
4.250	90.62

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	100.65	99.96
PP	100.44	99.87
S1	100.24	99.79

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

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