NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	94.68	95.03	0.35	0.4%	99.83
High	95.05	98.01	2.96	3.1%	101.69
Low	93.80	94.93	1.13	1.2%	93.52
Close	94.56	97.67	3.11	3.3%	94.39
Range	1.25	3.08	1.83	146.4%	8.17
ATR	2.41	2.49	0.07	3.1%	0.00
Volume	17,894	9,778	-8,116	-45.4%	100,389

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.11	104.97	99.36
R3	103.03	101.89	98.52
R2	99.95	99.95	98.23
R1	98.81	98.81	97.95	99.38
PP	96.87	96.87	96.87	97.16
S1	95.73	95.73	97.39	96.30
S2	93.79	93.79	97.11
S3	90.71	92.65	96.82
S4	87.63	89.57	95.98

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	100.61	93.52	7.09	7.3%	2.79	2.9%	59%	False	False	18,574
10	102.22	93.52	8.70	8.9%	2.65	2.7%	48%	False	False	19,729
20	102.45	93.52	8.93	9.1%	2.28	2.3%	46%	False	False	16,121
40	102.80	88.58	14.22	14.6%	2.27	2.3%	64%	False	False	15,455
60	102.80	76.44	26.36	27.0%	2.40	2.5%	81%	False	False	12,948
80	102.80	76.44	26.36	27.0%	2.34	2.4%	81%	False	False	11,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.10
2.618	106.07
1.618	102.99
1.000	101.09
0.618	99.91
HIGH	98.01
0.618	96.83
0.500	96.47
0.382	96.11
LOW	94.93
0.618	93.03
1.000	91.85
1.618	89.95
2.618	86.87
4.250	81.84

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	97.27	97.04
PP	96.87	96.40
S1	96.47	95.77

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

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