NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	100.00	100.25	0.25	0.3%	99.96
High	100.07	100.25	0.18	0.2%	101.61
Low	98.90	99.21	0.31	0.3%	98.90
Close	100.01	99.38	-0.63	-0.6%	99.38
Range	1.17	1.04	-0.13	-11.1%	2.71
ATR	1.94	1.87	-0.06	-3.3%	0.00
Volume	3,994	5,205	1,211	30.3%	13,926

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.73	102.10	99.95
R3	101.69	101.06	99.67
R2	100.65	100.65	99.57
R1	100.02	100.02	99.48	99.82
PP	99.61	99.61	99.61	99.51
S1	98.98	98.98	99.28	98.78
S2	98.57	98.57	99.19
S3	97.53	97.94	99.09
S4	96.49	96.90	98.81

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.09	106.45	100.87
R3	105.38	103.74	100.13
R2	102.67	102.67	99.88
R1	101.03	101.03	99.63	100.50
PP	99.96	99.96	99.96	99.70
S1	98.32	98.32	99.13	97.79
S2	97.25	97.25	98.88
S3	94.54	95.61	98.63
S4	91.83	92.90	97.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.61	98.90	2.71	2.7%	1.32	1.3%	18%	False	False	3,371
10	101.61	93.45	8.16	8.2%	1.54	1.5%	73%	False	False	4,401
20	101.71	93.45	8.26	8.3%	1.76	1.8%	72%	False	False	5,082
40	101.71	92.71	9.00	9.1%	1.84	1.9%	74%	False	False	6,062

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.19
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	104.67
2.618	102.97
1.618	101.93
1.000	101.29
0.618	100.89
HIGH	100.25
0.618	99.85
0.500	99.73
0.382	99.61
LOW	99.21
0.618	98.57
1.000	98.17
1.618	97.53
2.618	96.49
4.250	94.79

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	99.73	100.06
PP	99.61	99.83
S1	99.50	99.61

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

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