NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	99.54	101.03	1.49	1.5%	98.15
High	101.50	102.19	0.69	0.7%	100.55
Low	99.46	100.63	1.17	1.2%	96.33
Close	101.29	101.08	-0.21	-0.2%	99.03
Range	2.04	1.56	-0.48	-23.5%	4.22
ATR	2.29	2.24	-0.05	-2.3%	0.00
Volume	109,189	112,799	3,610	3.3%	663,370

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.98	105.09	101.94
R3	104.42	103.53	101.51
R2	102.86	102.86	101.37
R1	101.97	101.97	101.22	102.42
PP	101.30	101.30	101.30	101.52
S1	100.41	100.41	100.94	100.86
S2	99.74	99.74	100.79
S3	98.18	98.85	100.65
S4	96.62	97.29	100.22

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.30	109.38	101.35
R3	107.08	105.16	100.19
R2	102.86	102.86	99.80
R1	100.94	100.94	99.42	101.90
PP	98.64	98.64	98.64	99.12
S1	96.72	96.72	98.64	97.68
S2	94.42	94.42	98.26
S3	90.20	92.50	97.87
S4	85.98	88.28	96.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.19	97.73	4.46	4.4%	1.90	1.9%	75%	True	False	130,850
10	102.19	95.81	6.38	6.3%	2.09	2.1%	83%	True	False	114,517
20	102.48	95.81	6.67	6.6%	2.20	2.2%	79%	False	False	87,127
40	104.10	93.27	10.83	10.7%	2.19	2.2%	72%	False	False	59,868
60	104.10	93.27	10.83	10.7%	2.32	2.3%	72%	False	False	47,501
80	104.10	84.94	19.16	19.0%	2.34	2.3%	84%	False	False	39,518
100	104.10	76.15	27.95	27.7%	2.47	2.4%	89%	False	False	33,429
120	104.10	76.15	27.95	27.7%	2.44	2.4%	89%	False	False	29,076

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	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108.82
2.618	106.27
1.618	104.71
1.000	103.75
0.618	103.15
HIGH	102.19
0.618	101.59
0.500	101.41
0.382	101.23
LOW	100.63
0.618	99.67
1.000	99.07
1.618	98.11
2.618	96.55
4.250	94.00

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	101.41	100.71
PP	101.30	100.33
S1	101.19	99.96

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

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