NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 21-Dec-2011

Day Change Summary
	Previous	Current
	20-Dec-2011	21-Dec-2011	Change	Change %	Previous Week
Open	94.80	98.00	3.20	3.4%	99.30
High	97.76	98.94	1.18	1.2%	101.30
Low	94.65	97.35	2.70	2.9%	93.45
Close	97.39	98.83	1.44	1.5%	94.33
Range	3.11	1.59	-1.52	-48.9%	7.85
ATR	2.24	2.19	-0.05	-2.1%	0.00
Volume	3,095	4,573	1,478	47.8%	30,760

Daily Pivots for day following 21-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.14	102.58	99.70
R3	101.55	100.99	99.27
R2	99.96	99.96	99.12
R1	99.40	99.40	98.98	99.68
PP	98.37	98.37	98.37	98.52
S1	97.81	97.81	98.68	98.09
S2	96.78	96.78	98.54
S3	95.19	96.22	98.39
S4	93.60	94.63	97.96

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.91	114.97	98.65
R3	112.06	107.12	96.49
R2	104.21	104.21	95.77
R1	99.27	99.27	95.05	97.82
PP	96.36	96.36	96.36	95.63
S1	91.42	91.42	93.61	89.97
S2	88.51	88.51	92.89
S3	80.66	83.57	92.17
S4	72.81	75.72	90.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.94	93.45	5.49	5.6%	2.01	2.0%	98%	True	False	5,143
10	101.30	93.45	7.85	7.9%	2.32	2.4%	69%	False	False	5,632
20	101.71	93.45	8.26	8.4%	1.87	1.9%	65%	False	False	6,167
40	101.71	89.40	12.31	12.5%	1.90	1.9%	77%	False	False	6,499

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.70
2.618	103.10
1.618	101.51
1.000	100.53
0.618	99.92
HIGH	98.94
0.618	98.33
0.500	98.15
0.382	97.96
LOW	97.35
0.618	96.37
1.000	95.76
1.618	94.78
2.618	93.19
4.250	90.59

Fisher Pivots for day following 21-Dec-2011
Pivot	1 day	3 day
R1	98.60	97.96
PP	98.37	97.09
S1	98.15	96.22

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

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