NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	102.75	102.53	-0.22	-0.2%	100.39
High	102.75	103.95	1.20	1.2%	103.74
Low	101.20	102.53	1.33	1.3%	100.39
Close	102.29	102.91	0.62	0.6%	102.37
Range	1.55	1.42	-0.13	-8.4%	3.35
ATR	1.72	1.71	0.00	-0.2%	0.00
Volume	7,221	9,401	2,180	30.2%	35,071

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.39	106.57	103.69
R3	105.97	105.15	103.30
R2	104.55	104.55	103.17
R1	103.73	103.73	103.04	104.14
PP	103.13	103.13	103.13	103.34
S1	102.31	102.31	102.78	102.72
S2	101.71	101.71	102.65
S3	100.29	100.89	102.52
S4	98.87	99.47	102.13

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.22	110.64	104.21
R3	108.87	107.29	103.29
R2	105.52	105.52	102.98
R1	103.94	103.94	102.68	104.73
PP	102.17	102.17	102.17	102.56
S1	100.59	100.59	102.06	101.38
S2	98.82	98.82	101.76
S3	95.47	97.24	101.45
S4	92.12	93.89	100.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.95	101.20	2.75	2.7%	1.53	1.5%	62%	True	False	9,623
10	103.95	99.15	4.80	4.7%	1.43	1.4%	78%	True	False	6,084
20	103.95	93.40	10.55	10.3%	1.59	1.5%	90%	True	False	4,919
40	103.95	93.40	10.55	10.3%	1.52	1.5%	90%	True	False	4,807

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.13
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	109.99
2.618	107.67
1.618	106.25
1.000	105.37
0.618	104.83
HIGH	103.95
0.618	103.41
0.500	103.24
0.382	103.07
LOW	102.53
0.618	101.65
1.000	101.11
1.618	100.23
2.618	98.81
4.250	96.50

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	103.24	102.80
PP	103.13	102.69
S1	103.02	102.58

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

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