NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	100.19	99.43	-0.76	-0.8%	93.40
High	100.38	99.76	-0.62	-0.6%	99.84
Low	99.17	99.43	0.26	0.3%	93.40
Close	99.33	99.76	0.43	0.4%	99.38
Range	1.21	0.33	-0.88	-72.7%	6.44
ATR	1.76	1.67	-0.10	-5.4%	0.00
Volume	1,449	3,076	1,627	112.3%	15,227

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.64	100.53	99.94
R3	100.31	100.20	99.85
R2	99.98	99.98	99.82
R1	99.87	99.87	99.79	99.93
PP	99.65	99.65	99.65	99.68
S1	99.54	99.54	99.73	99.60
S2	99.32	99.32	99.70
S3	98.99	99.21	99.67
S4	98.66	98.88	99.58

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.86	114.56	102.92
R3	110.42	108.12	101.15
R2	103.98	103.98	100.56
R1	101.68	101.68	99.97	102.83
PP	97.54	97.54	97.54	98.12
S1	95.24	95.24	98.79	96.39
S2	91.10	91.10	98.20
S3	84.66	88.80	97.61
S4	78.22	82.36	95.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.18	98.57	2.61	2.6%	0.92	0.9%	46%	False	False	2,499
10	101.18	93.40	7.78	7.8%	1.21	1.2%	82%	False	False	2,937
20	101.48	93.40	8.08	8.1%	1.53	1.5%	79%	False	False	3,689

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	101.16
2.618	100.62
1.618	100.29
1.000	100.09
0.618	99.96
HIGH	99.76
0.618	99.63
0.500	99.60
0.382	99.56
LOW	99.43
0.618	99.23
1.000	99.10
1.618	98.90
2.618	98.57
4.250	98.03

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	99.71	100.18
PP	99.65	100.04
S1	99.60	99.90

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

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