NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 05-Jan-2012

Day Change Summary
	Previous	Current
	04-Jan-2012	05-Jan-2012	Change	Change %	Previous Week
Open	102.91	103.82	0.91	0.9%	99.96
High	104.00	103.99	-0.01	0.0%	101.61
Low	102.30	102.00	-0.30	-0.3%	98.90
Close	103.71	102.49	-1.22	-1.2%	99.38
Range	1.70	1.99	0.29	17.1%	2.71
ATR	1.99	1.99	0.00	0.0%	0.00
Volume	17,032	11,530	-5,502	-32.3%	13,926

Daily Pivots for day following 05-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.80	107.63	103.58
R3	106.81	105.64	103.04
R2	104.82	104.82	102.85
R1	103.65	103.65	102.67	103.24
PP	102.83	102.83	102.83	102.62
S1	101.66	101.66	102.31	101.25
S2	100.84	100.84	102.13
S3	98.85	99.67	101.94
S4	96.86	97.68	101.40

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	104.00	98.90	5.10	5.0%	1.79	1.7%	70%	False	False	8,751
10	104.00	97.35	6.65	6.5%	1.60	1.6%	77%	False	False	6,179
20	104.00	93.45	10.55	10.3%	1.93	1.9%	86%	False	False	5,863
40	104.00	93.45	10.55	10.3%	1.92	1.9%	86%	False	False	6,602

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.45
2.618	109.20
1.618	107.21
1.000	105.98
0.618	105.22
HIGH	103.99
0.618	103.23
0.500	103.00
0.382	102.76
LOW	102.00
0.618	100.77
1.000	100.01
1.618	98.78
2.618	96.79
4.250	93.54

Fisher Pivots for day following 05-Jan-2012
Pivot	1 day	3 day
R1	103.00	102.37
PP	102.83	102.25
S1	102.66	102.13

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

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