NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	98.95	100.48	1.53	1.5%	99.85
High	101.08	100.80	-0.28	-0.3%	102.93
Low	98.56	99.26	0.70	0.7%	99.00
Close	100.47	99.99	-0.48	-0.5%	99.34
Range	2.52	1.54	-0.98	-38.9%	3.93
ATR	2.33	2.27	-0.06	-2.4%	0.00
Volume	60,837	35,412	-25,425	-41.8%	201,981

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.64	103.85	100.84
R3	103.10	102.31	100.41
R2	101.56	101.56	100.27
R1	100.77	100.77	100.13	100.40
PP	100.02	100.02	100.02	99.83
S1	99.23	99.23	99.85	98.86
S2	98.48	98.48	99.71
S3	96.94	97.69	99.57
S4	95.40	96.15	99.14

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.21	109.71	101.50
R3	108.28	105.78	100.42
R2	104.35	104.35	100.06
R1	101.85	101.85	99.70	101.14
PP	100.42	100.42	100.42	100.07
S1	97.92	97.92	98.98	97.21
S2	96.49	96.49	98.62
S3	92.56	93.99	98.26
S4	88.63	90.06	97.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.93	98.56	4.37	4.4%	2.14	2.1%	33%	False	False	48,654
10	104.10	98.56	5.54	5.5%	2.32	2.3%	26%	False	False	47,513
20	104.32	98.56	5.76	5.8%	2.08	2.1%	25%	False	False	38,420
40	104.32	93.40	10.92	10.9%	2.24	2.2%	60%	False	False	34,100
60	104.32	88.43	15.89	15.9%	2.32	2.3%	73%	False	False	33,444
80	104.32	76.65	27.67	27.7%	2.45	2.4%	84%	False	False	31,925

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	107.35
2.618	104.83
1.618	103.29
1.000	102.34
0.618	101.75
HIGH	100.80
0.618	100.21
0.500	100.03
0.382	99.85
LOW	99.26
0.618	98.31
1.000	97.72
1.618	96.77
2.618	95.23
4.250	92.72

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	100.03	100.16
PP	100.02	100.10
S1	100.00	100.05

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

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