NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 19-Dec-2011

Day Change Summary
	Previous	Current
	16-Dec-2011	19-Dec-2011	Change	Change %	Previous Week
Open	94.97	94.68	-0.29	-0.3%	99.83
High	95.29	95.05	-0.24	-0.3%	101.69
Low	93.52	93.80	0.28	0.3%	93.52
Close	94.39	94.56	0.17	0.2%	94.39
Range	1.77	1.25	-0.52	-29.4%	8.17
ATR	2.50	2.41	-0.09	-3.6%	0.00
Volume	22,970	17,894	-5,076	-22.1%	100,389

Daily Pivots for day following 19-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.22	97.64	95.25
R3	96.97	96.39	94.90
R2	95.72	95.72	94.79
R1	95.14	95.14	94.67	94.81
PP	94.47	94.47	94.47	94.30
S1	93.89	93.89	94.45	93.56
S2	93.22	93.22	94.33
S3	91.97	92.64	94.22
S4	90.72	91.39	93.87

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	121.04	115.89	98.88
R3	112.87	107.72	96.64
R2	104.70	104.70	95.89
R1	99.55	99.55	95.14	98.04
PP	96.53	96.53	96.53	95.78
S1	91.38	91.38	93.64	89.87
S2	88.36	88.36	92.89
S3	80.19	83.21	92.14
S4	72.02	75.04	89.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.69	93.52	8.17	8.6%	2.81	3.0%	13%	False	False	19,826
10	102.22	93.52	8.70	9.2%	2.45	2.6%	12%	False	False	19,740
20	102.45	93.52	8.93	9.4%	2.23	2.4%	12%	False	False	16,410
40	102.80	88.04	14.76	15.6%	2.27	2.4%	44%	False	False	15,435
60	102.80	76.44	26.36	27.9%	2.41	2.6%	69%	False	False	12,927
80	102.80	76.44	26.36	27.9%	2.33	2.5%	69%	False	False	11,292

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	100.36
2.618	98.32
1.618	97.07
1.000	96.30
0.618	95.82
HIGH	95.05
0.618	94.57
0.500	94.43
0.382	94.28
LOW	93.80
0.618	93.03
1.000	92.55
1.618	91.78
2.618	90.53
4.250	88.49

Fisher Pivots for day following 19-Dec-2011
Pivot	1 day	3 day
R1	94.52	95.06
PP	94.47	94.89
S1	94.43	94.73

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

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