NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	97.90	97.54	-0.36	-0.4%	100.73
High	98.79	98.86	0.07	0.1%	101.90
Low	96.26	96.97	0.71	0.7%	96.26
Close	97.17	98.71	1.54	1.6%	98.71
Range	2.53	1.89	-0.64	-25.3%	5.64
ATR	2.28	2.25	-0.03	-1.2%	0.00
Volume	37,886	56,361	18,475	48.8%	206,425

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.85	103.17	99.75
R3	101.96	101.28	99.23
R2	100.07	100.07	99.06
R1	99.39	99.39	98.88	99.73
PP	98.18	98.18	98.18	98.35
S1	97.50	97.50	98.54	97.84
S2	96.29	96.29	98.36
S3	94.40	95.61	98.19
S4	92.51	93.72	97.67

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.88	112.93	101.81
R3	110.24	107.29	100.26
R2	104.60	104.60	99.74
R1	101.65	101.65	99.23	100.31
PP	98.96	98.96	98.96	98.28
S1	96.01	96.01	98.19	94.67
S2	93.32	93.32	97.68
S3	87.68	90.37	97.16
S4	82.04	84.73	95.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.90	96.26	5.64	5.7%	2.31	2.3%	43%	False	False	41,285
10	102.01	96.26	5.75	5.8%	2.23	2.3%	43%	False	False	42,674
20	103.95	96.26	7.69	7.8%	2.26	2.3%	32%	False	False	38,074
40	104.18	93.52	10.66	10.8%	2.24	2.3%	49%	False	False	28,009
60	104.18	93.52	10.66	10.8%	2.22	2.3%	49%	False	False	23,221
80	104.18	84.30	19.88	20.1%	2.24	2.3%	72%	False	False	20,393
100	104.18	76.44	27.74	28.1%	2.33	2.4%	80%	False	False	17,667
120	104.18	76.44	27.74	28.1%	2.27	2.3%	80%	False	False	15,749

Crabel Price Patterns
NR	True
NR4	True
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	0.70
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.89
2.618	103.81
1.618	101.92
1.000	100.75
0.618	100.03
HIGH	98.86
0.618	98.14
0.500	97.92
0.382	97.69
LOW	96.97
0.618	95.80
1.000	95.08
1.618	93.91
2.618	92.02
4.250	88.94

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	98.45	98.56
PP	98.18	98.41
S1	97.92	98.27

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

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