NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	105.95	108.66	2.71	2.6%	104.75
High	108.74	109.95	1.21	1.1%	109.95
Low	105.45	107.95	2.50	2.4%	104.61
Close	107.83	109.77	1.94	1.8%	109.77
Range	3.29	2.00	-1.29	-39.2%	5.34
ATR	2.22	2.22	-0.01	-0.3%	0.00
Volume	310,683	252,985	-57,698	-18.6%	1,097,412

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.22	114.50	110.87
R3	113.22	112.50	110.32
R2	111.22	111.22	110.14
R1	110.50	110.50	109.95	110.86
PP	109.22	109.22	109.22	109.41
S1	108.50	108.50	109.59	108.86
S2	107.22	107.22	109.40
S3	105.22	106.50	109.22
S4	103.22	104.50	108.67

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124.13	122.29	112.71
R3	118.79	116.95	111.24
R2	113.45	113.45	110.75
R1	111.61	111.61	110.26	112.53
PP	108.11	108.11	108.11	108.57
S1	106.27	106.27	109.28	107.19
S2	102.77	102.77	108.79
S3	97.43	100.93	108.30
S4	92.09	95.59	106.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.95	102.55	7.40	6.7%	2.04	1.9%	98%	True	False	265,312
10	109.95	97.73	12.22	11.1%	2.01	1.8%	99%	True	False	197,498
20	109.95	95.81	14.14	12.9%	2.07	1.9%	99%	True	False	147,743
40	109.95	95.81	14.14	12.9%	2.19	2.0%	99%	True	False	97,516
60	109.95	93.27	16.68	15.2%	2.24	2.0%	99%	True	False	72,760
80	109.95	89.34	20.61	18.8%	2.28	2.1%	99%	True	False	58,526
100	109.95	76.15	33.80	30.8%	2.35	2.1%	99%	True	False	49,422
120	109.95	76.15	33.80	30.8%	2.45	2.2%	99%	True	False	42,423

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.45
2.618	115.19
1.618	113.19
1.000	111.95
0.618	111.19
HIGH	109.95
0.618	109.19
0.500	108.95
0.382	108.71
LOW	107.95
0.618	106.71
1.000	105.95
1.618	104.71
2.618	102.71
4.250	99.45

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	109.50	109.08
PP	109.22	108.39
S1	108.95	107.70

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

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