NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	99.09	99.62	0.53	0.5%	101.18
High	100.08	99.80	-0.28	-0.3%	102.30
Low	98.07	98.13	0.06	0.1%	98.07
Close	99.80	98.42	-1.38	-1.4%	99.80
Range	2.01	1.67	-0.34	-16.9%	4.23
ATR	2.43	2.38	-0.05	-2.2%	0.00
Volume	32,380	27,408	-4,972	-15.4%	150,117

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.79	102.78	99.34
R3	102.12	101.11	98.88
R2	100.45	100.45	98.73
R1	99.44	99.44	98.57	99.11
PP	98.78	98.78	98.78	98.62
S1	97.77	97.77	98.27	97.44
S2	97.11	97.11	98.11
S3	95.44	96.10	97.96
S4	93.77	94.43	97.50

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.75	110.50	102.13
R3	108.52	106.27	100.96
R2	104.29	104.29	100.58
R1	102.04	102.04	100.19	101.05
PP	100.06	100.06	100.06	99.56
S1	97.81	97.81	99.41	96.82
S2	95.83	95.83	99.02
S3	91.60	93.58	98.64
S4	87.37	89.35	97.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.01	98.07	3.94	4.0%	2.10	2.1%	9%	False	False	29,140
10	102.30	97.47	4.83	4.9%	2.09	2.1%	20%	False	False	33,168
20	102.55	95.43	7.12	7.2%	2.38	2.4%	42%	False	False	34,355
40	102.55	85.00	17.55	17.8%	2.46	2.5%	76%	False	False	32,281
60	102.55	76.65	25.90	26.3%	2.64	2.7%	84%	False	False	28,638

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.90
2.618	104.17
1.618	102.50
1.000	101.47
0.618	100.83
HIGH	99.80
0.618	99.16
0.500	98.97
0.382	98.77
LOW	98.13
0.618	97.10
1.000	96.46
1.618	95.43
2.618	93.76
4.250	91.03

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	98.97	100.03
PP	98.78	99.49
S1	98.60	98.96

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

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