NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	99.30	98.53	-0.77	-0.8%	101.00
High	99.30	101.30	2.00	2.0%	101.71
Low	98.11	98.53	0.42	0.4%	98.22
Close	98.26	100.36	2.10	2.1%	99.57
Range	1.19	2.77	1.58	132.8%	3.49
ATR	1.92	2.00	0.08	4.2%	0.00
Volume	5,073	6,212	1,139	22.5%	26,591

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.37	107.14	101.88
R3	105.60	104.37	101.12
R2	102.83	102.83	100.87
R1	101.60	101.60	100.61	102.22
PP	100.06	100.06	100.06	100.37
S1	98.83	98.83	100.11	99.45
S2	97.29	97.29	99.85
S3	94.52	96.06	99.60
S4	91.75	93.29	98.84

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.30	108.43	101.49
R3	106.81	104.94	100.53
R2	103.32	103.32	100.21
R1	101.45	101.45	99.89	100.64
PP	99.83	99.83	99.83	99.43
S1	97.96	97.96	99.25	97.15
S2	96.34	96.34	98.93
S3	92.85	94.47	98.61
S4	89.36	90.98	97.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.30	98.11	3.19	3.2%	1.86	1.8%	71%	True	False	5,269
10	101.71	98.11	3.60	3.6%	1.53	1.5%	63%	False	False	6,231
20	101.71	95.38	6.33	6.3%	1.90	1.9%	79%	False	False	7,191
40	101.71	85.15	16.56	16.5%	1.93	1.9%	92%	False	False	6,353

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	0.16
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	113.07
2.618	108.55
1.618	105.78
1.000	104.07
0.618	103.01
HIGH	101.30
0.618	100.24
0.500	99.92
0.382	99.59
LOW	98.53
0.618	96.82
1.000	95.76
1.618	94.05
2.618	91.28
4.250	86.76

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	100.21	100.14
PP	100.06	99.92
S1	99.92	99.71

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

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