NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	100.13	100.39	0.26	0.3%	99.65
High	100.13	102.93	2.80	2.8%	101.18
Low	99.15	100.39	1.24	1.3%	99.15
Close	99.15	102.82	3.67	3.7%	99.15
Range	0.98	2.54	1.56	159.2%	2.03
ATR	1.62	1.77	0.15	9.5%	0.00
Volume	2,466	3,576	1,110	45.0%	9,148

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.67	108.78	104.22
R3	107.13	106.24	103.52
R2	104.59	104.59	103.29
R1	103.70	103.70	103.05	104.15
PP	102.05	102.05	102.05	102.27
S1	101.16	101.16	102.59	101.61
S2	99.51	99.51	102.35
S3	96.97	98.62	102.12
S4	94.43	96.08	101.42

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.92	104.56	100.27
R3	103.89	102.53	99.71
R2	101.86	101.86	99.52
R1	100.50	100.50	99.34	100.17
PP	99.83	99.83	99.83	99.66
S1	98.47	98.47	98.96	98.14
S2	97.80	97.80	98.78
S3	95.77	96.44	98.59
S4	93.74	94.41	98.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.93	99.15	3.78	3.7%	1.32	1.3%	97%	True	False	2,544
10	102.93	93.40	9.53	9.3%	1.25	1.2%	99%	True	False	2,795
20	102.93	93.40	9.53	9.3%	1.57	1.5%	99%	True	False	3,438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	113.73
2.618	109.58
1.618	107.04
1.000	105.47
0.618	104.50
HIGH	102.93
0.618	101.96
0.500	101.66
0.382	101.36
LOW	100.39
0.618	98.82
1.000	97.85
1.618	96.28
2.618	93.74
4.250	89.60

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	102.43	102.23
PP	102.05	101.63
S1	101.66	101.04

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

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