NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	100.50	100.62	0.12	0.1%	99.00
High	102.01	101.37	-0.64	-0.6%	102.01
Low	99.97	99.86	-0.11	-0.1%	98.06
Close	100.42	100.30	-0.12	-0.1%	100.30
Range	2.04	1.51	-0.53	-26.0%	3.95
ATR	2.29	2.23	-0.06	-2.4%	0.00
Volume	46,271	39,733	-6,538	-14.1%	220,319

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.04	104.18	101.13
R3	103.53	102.67	100.72
R2	102.02	102.02	100.58
R1	101.16	101.16	100.44	100.84
PP	100.51	100.51	100.51	100.35
S1	99.65	99.65	100.16	99.33
S2	99.00	99.00	100.02
S3	97.49	98.14	99.88
S4	95.98	96.63	99.47

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.97	110.09	102.47
R3	108.02	106.14	101.39
R2	104.07	104.07	101.02
R1	102.19	102.19	100.66	103.13
PP	100.12	100.12	100.12	100.60
S1	98.24	98.24	99.94	99.18
S2	96.17	96.17	99.58
S3	92.22	94.29	99.21
S4	88.27	90.34	98.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.01	98.06	3.95	3.9%	2.16	2.2%	57%	False	False	44,063
10	102.69	98.06	4.63	4.6%	2.23	2.2%	48%	False	False	40,622
20	104.18	98.06	6.12	6.1%	2.17	2.2%	37%	False	False	32,812
40	104.18	93.52	10.66	10.6%	2.17	2.2%	64%	False	False	24,533
60	104.18	88.58	15.60	15.6%	2.19	2.2%	75%	False	False	20,702
80	104.18	76.44	27.74	27.7%	2.26	2.3%	86%	False	False	18,332
100	104.18	76.44	27.74	27.7%	2.32	2.3%	86%	False	False	15,937

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.58
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	107.79
2.618	105.32
1.618	103.81
1.000	102.88
0.618	102.30
HIGH	101.37
0.618	100.79
0.500	100.62
0.382	100.44
LOW	99.86
0.618	98.93
1.000	98.35
1.618	97.42
2.618	95.91
4.250	93.44

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	100.62	100.25
PP	100.51	100.19
S1	100.41	100.14

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

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