NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 07-Dec-2011

Day Change Summary
	Previous	Current
	06-Dec-2011	07-Dec-2011	Change	Change %	Previous Week
Open	100.48	101.01	0.53	0.5%	97.89
High	101.23	101.04	-0.19	-0.2%	101.00
Low	100.16	100.04	-0.12	-0.1%	97.16
Close	101.19	100.69	-0.50	-0.5%	100.63
Range	1.07	1.00	-0.07	-6.5%	3.84
ATR	1.98	1.92	-0.06	-3.0%	0.00
Volume	5,242	3,722	-1,520	-29.0%	36,636

Daily Pivots for day following 07-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.59	103.14	101.24
R3	102.59	102.14	100.97
R2	101.59	101.59	100.87
R1	101.14	101.14	100.78	100.87
PP	100.59	100.59	100.59	100.45
S1	100.14	100.14	100.60	99.87
S2	99.59	99.59	100.51
S3	98.59	99.14	100.42
S4	97.59	98.14	100.14

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	98.63	3.08	3.1%	1.16	1.2%	67%	False	False	6,568
10	101.71	95.85	5.86	5.8%	1.42	1.4%	83%	False	False	6,702
20	101.71	93.88	7.83	7.8%	1.90	1.9%	87%	False	False	7,289
40	101.71	84.58	17.13	17.0%	1.93	1.9%	94%	False	False	6,258

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.29
2.618	103.66
1.618	102.66
1.000	102.04
0.618	101.66
HIGH	101.04
0.618	100.66
0.500	100.54
0.382	100.42
LOW	100.04
0.618	99.42
1.000	99.04
1.618	98.42
2.618	97.42
4.250	95.79

Fisher Pivots for day following 07-Dec-2011
Pivot	1 day	3 day
R1	100.64	100.88
PP	100.59	100.81
S1	100.54	100.75

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

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