NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	100.20	98.85	-1.35	-1.3%	98.84
High	100.89	99.25	-1.64	-1.6%	102.43
Low	98.73	97.05	-1.68	-1.7%	98.79
Close	99.08	97.91	-1.17	-1.2%	100.80
Range	2.16	2.20	0.04	1.9%	3.64
ATR	2.02	2.03	0.01	0.6%	0.00
Volume	17,845	21,056	3,211	18.0%	55,260

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.67	103.49	99.12
R3	102.47	101.29	98.52
R2	100.27	100.27	98.31
R1	99.09	99.09	98.11	98.58
PP	98.07	98.07	98.07	97.82
S1	96.89	96.89	97.71	96.38
S2	95.87	95.87	97.51
S3	93.67	94.69	97.31
S4	91.47	92.49	96.70

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.59	109.84	102.80
R3	107.95	106.20	101.80
R2	104.31	104.31	101.47
R1	102.56	102.56	101.13	103.44
PP	100.67	100.67	100.67	101.11
S1	98.92	98.92	100.47	99.80
S2	97.03	97.03	100.13
S3	93.39	95.28	99.80
S4	89.75	91.64	98.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.31	97.05	5.26	5.4%	1.91	2.0%	16%	False	True	13,385
10	102.43	97.05	5.38	5.5%	2.06	2.1%	16%	False	True	12,675
20	104.07	97.05	7.02	7.2%	1.99	2.0%	12%	False	True	11,812
40	104.07	93.45	10.62	10.8%	1.94	2.0%	42%	False	False	8,680
60	104.07	93.12	10.95	11.2%	1.95	2.0%	44%	False	False	8,195

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	0.51
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.60
2.618	105.01
1.618	102.81
1.000	101.45
0.618	100.61
HIGH	99.25
0.618	98.41
0.500	98.15
0.382	97.89
LOW	97.05
0.618	95.69
1.000	94.85
1.618	93.49
2.618	91.29
4.250	87.70

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	98.15	99.68
PP	98.07	99.09
S1	97.99	98.50

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

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