NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	98.33	99.60	1.27	1.3%	100.73
High	100.08	100.95	0.87	0.9%	101.90
Low	97.00	99.14	2.14	2.2%	96.26
Close	99.38	99.72	0.34	0.3%	98.71
Range	3.08	1.81	-1.27	-41.2%	5.64
ATR	2.25	2.22	-0.03	-1.4%	0.00
Volume	80,284	136,863	56,579	70.5%	206,425

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.37	104.35	100.72
R3	103.56	102.54	100.22
R2	101.75	101.75	100.05
R1	100.73	100.73	99.89	101.24
PP	99.94	99.94	99.94	100.19
S1	98.92	98.92	99.55	99.43
S2	98.13	98.13	99.39
S3	96.32	97.11	99.22
S4	94.51	95.30	98.72

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	100.95	96.26	4.69	4.7%	2.12	2.1%	74%	True	False	76,593
10	102.01	96.26	5.75	5.8%	2.13	2.1%	60%	False	False	58,114
20	103.60	96.26	7.34	7.4%	2.30	2.3%	47%	False	False	48,321
40	104.18	93.52	10.66	10.7%	2.20	2.2%	58%	False	False	33,496
60	104.18	93.52	10.66	10.7%	2.22	2.2%	58%	False	False	27,330
80	104.18	84.95	19.23	19.3%	2.24	2.2%	77%	False	False	23,579
100	104.18	76.44	27.74	27.8%	2.35	2.4%	84%	False	False	20,312
120	104.18	76.44	27.74	27.8%	2.29	2.3%	84%	False	False	17,980

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	0.67
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.64
2.618	105.69
1.618	103.88
1.000	102.76
0.618	102.07
HIGH	100.95
0.618	100.26
0.500	100.05
0.382	99.83
LOW	99.14
0.618	98.02
1.000	97.33
1.618	96.21
2.618	94.40
4.250	91.45

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	100.05	99.47
PP	99.94	99.22
S1	99.83	98.98

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

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