NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 08-Dec-2011

Day Change Summary
	Previous	Current
	07-Dec-2011	08-Dec-2011	Change	Change %	Previous Week
Open	101.01	100.98	-0.03	0.0%	97.89
High	101.04	100.98	-0.06	-0.1%	101.00
Low	100.04	98.29	-1.75	-1.7%	97.16
Close	100.69	98.86	-1.83	-1.8%	100.63
Range	1.00	2.69	1.69	169.0%	3.84
ATR	1.92	1.98	0.05	2.9%	0.00
Volume	3,722	6,085	2,363	63.5%	36,636

Daily Pivots for day following 08-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.45	105.84	100.34
R3	104.76	103.15	99.60
R2	102.07	102.07	99.35
R1	100.46	100.46	99.11	99.92
PP	99.38	99.38	99.38	99.11
S1	97.77	97.77	98.61	97.23
S2	96.69	96.69	98.37
S3	94.00	95.08	98.12
S4	91.31	92.39	97.38

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	98.29	3.42	3.5%	1.41	1.4%	17%	False	True	5,750
10	101.71	95.85	5.86	5.9%	1.56	1.6%	51%	False	False	6,473
20	101.71	94.38	7.33	7.4%	1.90	1.9%	61%	False	False	7,220
40	101.71	84.58	17.13	17.3%	1.95	2.0%	83%	False	False	6,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	112.41
2.618	108.02
1.618	105.33
1.000	103.67
0.618	102.64
HIGH	100.98
0.618	99.95
0.500	99.64
0.382	99.32
LOW	98.29
0.618	96.63
1.000	95.60
1.618	93.94
2.618	91.25
4.250	86.86

Fisher Pivots for day following 08-Dec-2011
Pivot	1 day	3 day
R1	99.64	99.76
PP	99.38	99.46
S1	99.12	99.16

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

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