NYMEX Light Sweet Crude Oil Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jan-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Jan-2012 | 05-Jan-2012 | Change | Change % | Previous Week |  
                        | Open | 103.21 | 103.75 | 0.54 | 0.5% | 100.07 |  
                        | High | 104.19 | 104.32 | 0.13 | 0.1% | 101.89 |  
                        | Low | 102.36 | 102.18 | -0.18 | -0.2% | 98.83 |  
                        | Close | 103.82 | 102.52 | -1.30 | -1.3% | 99.48 |  
                        | Range | 1.83 | 2.14 | 0.31 | 16.9% | 3.06 |  
                        | ATR | 2.31 | 2.30 | -0.01 | -0.5% | 0.00 |  
                        | Volume | 64,993 | 50,575 | -14,418 | -22.2% | 58,737 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jan-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 109.43 | 108.11 | 103.70 |  |  
                | R3 | 107.29 | 105.97 | 103.11 |  |  
                | R2 | 105.15 | 105.15 | 102.91 |  |  
                | R1 | 103.83 | 103.83 | 102.72 | 103.42 |  
                | PP | 103.01 | 103.01 | 103.01 | 102.80 |  
                | S1 | 101.69 | 101.69 | 102.32 | 101.28 |  
                | S2 | 100.87 | 100.87 | 102.13 |  |  
                | S3 | 98.73 | 99.55 | 101.93 |  |  
                | S4 | 96.59 | 97.41 | 101.34 |  |  | 
        
            | Weekly Pivots for week ending 30-Dec-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 109.25 | 107.42 | 101.16 |  |  
                | R3 | 106.19 | 104.36 | 100.32 |  |  
                | R2 | 103.13 | 103.13 | 100.04 |  |  
                | R1 | 101.30 | 101.30 | 99.76 | 100.69 |  
                | PP | 100.07 | 100.07 | 100.07 | 99.76 |  
                | S1 | 98.24 | 98.24 | 99.20 | 97.63 |  
                | S2 | 97.01 | 97.01 | 98.92 |  |  
                | S3 | 93.95 | 95.18 | 98.64 |  |  
                | S4 | 90.89 | 92.12 | 97.80 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 104.32 | 98.83 | 5.49 | 5.4% | 1.94 | 1.9% | 67% | True | False | 34,173 |  
                | 10 | 104.32 | 97.18 | 7.14 | 7.0% | 1.82 | 1.8% | 75% | True | False | 26,119 |  
                | 20 | 104.32 | 93.40 | 10.92 | 10.7% | 2.30 | 2.2% | 84% | True | False | 27,812 |  
                | 40 | 104.32 | 93.40 | 10.92 | 10.7% | 2.32 | 2.3% | 84% | True | False | 31,122 |  
                | 60 | 104.32 | 84.37 | 19.95 | 19.5% | 2.41 | 2.3% | 91% | True | False | 30,448 |  
                | 80 | 104.32 | 76.65 | 27.67 | 27.0% | 2.54 | 2.5% | 93% | True | False | 27,861 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 113.42 |  
            | 2.618 | 109.92 |  
            | 1.618 | 107.78 |  
            | 1.000 | 106.46 |  
            | 0.618 | 105.64 |  
            | HIGH | 104.32 |  
            | 0.618 | 103.50 |  
            | 0.500 | 103.25 |  
            | 0.382 | 103.00 |  
            | LOW | 102.18 |  
            | 0.618 | 100.86 |  
            | 1.000 | 100.04 |  
            | 1.618 | 98.72 |  
            | 2.618 | 96.58 |  
            | 4.250 | 93.09 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jan-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 103.25 | 102.52 |  
                                | PP | 103.01 | 102.51 |  
                                | S1 | 102.76 | 102.51 |  |