NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	98.30	99.40	1.10	1.1%	100.63
High	99.65	99.60	-0.05	-0.1%	102.31
Low	97.86	98.48	0.62	0.6%	97.05
Close	99.54	99.18	-0.36	-0.4%	99.54
Range	1.79	1.12	-0.67	-37.4%	5.26
ATR	2.01	1.95	-0.06	-3.2%	0.00
Volume	25,655	28,278	2,623	10.2%	83,761

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.45	101.93	99.80
R3	101.33	100.81	99.49
R2	100.21	100.21	99.39
R1	99.69	99.69	99.28	99.39
PP	99.09	99.09	99.09	98.94
S1	98.57	98.57	99.08	98.27
S2	97.97	97.97	98.97
S3	96.85	97.45	98.87
S4	95.73	96.33	98.56

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.41	112.74	102.43
R3	110.15	107.48	100.99
R2	104.89	104.89	100.50
R1	102.22	102.22	100.02	100.93
PP	99.63	99.63	99.63	98.99
S1	96.96	96.96	99.06	95.67
S2	94.37	94.37	98.58
S3	89.11	91.70	98.09
S4	83.85	86.44	96.65

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	5.3%	2.05	2.1%	40%	False	False	20,714
10	102.43	97.05	5.38	5.4%	1.85	1.9%	40%	False	False	14,945
20	104.07	97.05	7.02	7.1%	1.97	2.0%	30%	False	False	13,390
40	104.07	93.45	10.62	10.7%	1.96	2.0%	54%	False	False	9,804
60	104.07	93.45	10.62	10.7%	1.94	2.0%	54%	False	False	8,966
80	104.07	84.58	19.49	19.7%	1.94	2.0%	75%	False	False	8,031

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	104.36
2.618	102.53
1.618	101.41
1.000	100.72
0.618	100.29
HIGH	99.60
0.618	99.17
0.500	99.04
0.382	98.91
LOW	98.48
0.618	97.79
1.000	97.36
1.618	96.67
2.618	95.55
4.250	93.72

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	99.13	98.90
PP	99.09	98.63
S1	99.04	98.35

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

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