NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 15-Dec-2011

Day Change Summary
	Previous	Current
	14-Dec-2011	15-Dec-2011	Change	Change %	Previous Week
Open	100.58	95.72	-4.86	-4.8%	101.46
High	100.61	96.59	-4.02	-4.0%	102.45
Low	95.02	94.35	-0.67	-0.7%	98.09
Close	95.72	94.71	-1.01	-1.1%	99.93
Range	5.59	2.24	-3.35	-59.9%	4.36
ATR	2.58	2.56	-0.02	-0.9%	0.00
Volume	24,628	17,604	-7,024	-28.5%	90,793

Daily Pivots for day following 15-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.94	100.56	95.94
R3	99.70	98.32	95.33
R2	97.46	97.46	95.12
R1	96.08	96.08	94.92	95.65
PP	95.22	95.22	95.22	95.00
S1	93.84	93.84	94.50	93.41
S2	92.98	92.98	94.30
S3	90.74	91.60	94.09
S4	88.50	89.36	93.48

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.24	110.94	102.33
R3	108.88	106.58	101.13
R2	104.52	104.52	100.73
R1	102.22	102.22	100.33	101.19
PP	100.16	100.16	100.16	99.64
S1	97.86	97.86	99.53	96.83
S2	95.80	95.80	99.13
S3	91.44	93.50	98.73
S4	87.08	89.14	97.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.69	94.35	7.34	7.7%	2.93	3.1%	5%	False	True	20,127
10	102.45	94.35	8.10	8.6%	2.48	2.6%	4%	False	True	18,157
20	102.80	94.35	8.45	8.9%	2.44	2.6%	4%	False	True	16,616
40	102.80	84.95	17.85	18.8%	2.32	2.5%	55%	False	False	14,717
60	102.80	76.44	26.36	27.8%	2.51	2.7%	69%	False	False	12,479
80	102.80	76.44	26.36	27.8%	2.34	2.5%	69%	False	False	10,875

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	0.38
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.11
2.618	102.45
1.618	100.21
1.000	98.83
0.618	97.97
HIGH	96.59
0.618	95.73
0.500	95.47
0.382	95.21
LOW	94.35
0.618	92.97
1.000	92.11
1.618	90.73
2.618	88.49
4.250	84.83

Fisher Pivots for day following 15-Dec-2011
Pivot	1 day	3 day
R1	95.47	98.02
PP	95.22	96.92
S1	94.96	95.81

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

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