NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	95.03	98.22	3.19	3.4%	99.83
High	98.01	99.38	1.37	1.4%	101.69
Low	94.93	97.40	2.47	2.6%	93.52
Close	97.67	99.10	1.43	1.5%	94.39
Range	3.08	1.98	-1.10	-35.7%	8.17
ATR	2.49	2.45	-0.04	-1.5%	0.00
Volume	9,778	14,694	4,916	50.3%	100,389

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.57	103.81	100.19
R3	102.59	101.83	99.64
R2	100.61	100.61	99.46
R1	99.85	99.85	99.28	100.23
PP	98.63	98.63	98.63	98.82
S1	97.87	97.87	98.92	98.25
S2	96.65	96.65	98.74
S3	94.67	95.89	98.56
S4	92.69	93.91	98.01

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	99.38	93.52	5.86	5.9%	2.06	2.1%	95%	True	False	16,588
10	102.13	93.52	8.61	8.7%	2.64	2.7%	65%	False	False	19,798
20	102.45	93.52	8.93	9.0%	2.29	2.3%	62%	False	False	16,169
40	102.80	88.58	14.22	14.3%	2.26	2.3%	74%	False	False	15,206
60	102.80	76.44	26.36	26.6%	2.39	2.4%	86%	False	False	13,100
80	102.80	76.44	26.36	26.6%	2.36	2.4%	86%	False	False	11,498

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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.80
2.618	104.56
1.618	102.58
1.000	101.36
0.618	100.60
HIGH	99.38
0.618	98.62
0.500	98.39
0.382	98.16
LOW	97.40
0.618	96.18
1.000	95.42
1.618	94.20
2.618	92.22
4.250	88.99

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	98.86	98.26
PP	98.63	97.43
S1	98.39	96.59

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

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