NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	99.95	101.00	1.05	1.1%	97.89
High	101.00	101.71	0.71	0.7%	101.00
Low	99.61	100.81	1.20	1.2%	97.16
Close	100.63	100.81	0.18	0.2%	100.63
Range	1.39	0.90	-0.49	-35.3%	3.84
ATR	2.12	2.05	-0.07	-3.5%	0.00
Volume	7,419	6,285	-1,134	-15.3%	36,636

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.81	103.21	101.31
R3	102.91	102.31	101.06
R2	102.01	102.01	100.98
R1	101.41	101.41	100.89	101.26
PP	101.11	101.11	101.11	101.04
S1	100.51	100.51	100.73	100.36
S2	100.21	100.21	100.65
S3	99.31	99.61	100.56
S4	98.41	98.71	100.32

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.12	109.71	102.74
R3	107.28	105.87	101.69
R2	103.44	103.44	101.33
R1	102.03	102.03	100.98	102.74
PP	99.60	99.60	99.60	99.95
S1	98.19	98.19	100.28	98.90
S2	95.76	95.76	99.93
S3	91.92	94.35	99.57
S4	88.08	90.51	98.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.71	97.44	4.27	4.2%	1.36	1.4%	79%	True	False	7,852
10	101.71	95.38	6.33	6.3%	1.53	1.5%	86%	True	False	7,701
20	101.71	93.12	8.59	8.5%	1.96	1.9%	90%	True	False	7,225

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	105.54
2.618	104.07
1.618	103.17
1.000	102.61
0.618	102.27
HIGH	101.71
0.618	101.37
0.500	101.26
0.382	101.15
LOW	100.81
0.618	100.25
1.000	99.91
1.618	99.35
2.618	98.45
4.250	96.99

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	101.26	100.60
PP	101.11	100.38
S1	100.96	100.17

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

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