NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	100.19	99.50	-0.69	-0.7%	102.32
High	100.97	101.76	0.79	0.8%	103.95
Low	98.66	99.50	0.84	0.9%	98.66
Close	99.41	101.43	2.02	2.0%	99.41
Range	2.31	2.26	-0.05	-2.2%	5.29
ATR	2.26	2.27	0.01	0.3%	0.00
Volume	29,641	46,387	16,746	56.5%	154,580

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.68	106.81	102.67
R3	105.42	104.55	102.05
R2	103.16	103.16	101.84
R1	102.29	102.29	101.64	102.73
PP	100.90	100.90	100.90	101.11
S1	100.03	100.03	101.22	100.47
S2	98.64	98.64	101.02
S3	96.38	97.77	100.81
S4	94.12	95.51	100.19

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.54	113.27	102.32
R3	111.25	107.98	100.86
R2	105.96	105.96	100.38
R1	102.69	102.69	99.89	101.68
PP	100.67	100.67	100.67	100.17
S1	97.40	97.40	98.93	96.39
S2	95.38	95.38	98.44
S3	90.09	92.11	97.96
S4	84.80	86.82	96.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.95	98.66	5.29	5.2%	2.48	2.4%	52%	False	False	33,994
10	104.18	98.66	5.52	5.4%	2.28	2.3%	50%	False	False	30,404
20	104.18	93.52	10.66	10.5%	2.00	2.0%	74%	False	False	21,854
40	104.18	93.52	10.66	10.5%	2.22	2.2%	74%	False	False	19,235
60	104.18	84.95	19.23	19.0%	2.21	2.2%	86%	False	False	17,096
80	104.18	76.44	27.74	27.3%	2.38	2.4%	90%	False	False	14,822
100	104.18	76.44	27.74	27.3%	2.27	2.2%	90%	False	False	13,071

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	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.37
2.618	107.68
1.618	105.42
1.000	104.02
0.618	103.16
HIGH	101.76
0.618	100.90
0.500	100.63
0.382	100.36
LOW	99.50
0.618	98.10
1.000	97.24
1.618	95.84
2.618	93.58
4.250	89.90

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	101.16	101.33
PP	100.90	101.23
S1	100.63	101.13

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

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