NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	102.53	102.25	-0.28	-0.3%	100.39
High	103.95	102.60	-1.35	-1.3%	103.74
Low	102.53	101.74	-0.79	-0.8%	100.39
Close	102.91	101.78	-1.13	-1.1%	102.37
Range	1.42	0.86	-0.56	-39.4%	3.35
ATR	1.71	1.68	-0.04	-2.3%	0.00
Volume	9,401	4,852	-4,549	-48.4%	35,071

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.62	104.06	102.25
R3	103.76	103.20	102.02
R2	102.90	102.90	101.94
R1	102.34	102.34	101.86	102.19
PP	102.04	102.04	102.04	101.97
S1	101.48	101.48	101.70	101.33
S2	101.18	101.18	101.62
S3	100.32	100.62	101.54
S4	99.46	99.76	101.31

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%	1.41	1.4%	21%	False	False	7,854
10	103.95	99.15	4.80	4.7%	1.36	1.3%	55%	False	False	6,353
20	103.95	93.40	10.55	10.4%	1.57	1.5%	79%	False	False	4,952
40	103.95	93.40	10.55	10.4%	1.52	1.5%	79%	False	False	4,841

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.17
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	106.26
2.618	104.85
1.618	103.99
1.000	103.46
0.618	103.13
HIGH	102.60
0.618	102.27
0.500	102.17
0.382	102.07
LOW	101.74
0.618	101.21
1.000	100.88
1.618	100.35
2.618	99.49
4.250	98.09

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	102.17	102.58
PP	102.04	102.31
S1	101.91	102.05

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

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