NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 12-Jan-2012

Day Change Summary
	Previous	Current
	11-Jan-2012	12-Jan-2012	Change	Change %	Previous Week
Open	102.25	103.03	0.78	0.8%	100.39
High	102.60	103.53	0.93	0.9%	103.74
Low	101.74	100.00	-1.74	-1.7%	100.39
Close	101.78	100.11	-1.67	-1.6%	102.37
Range	0.86	3.53	2.67	310.5%	3.35
ATR	1.68	1.81	0.13	7.9%	0.00
Volume	4,852	5,896	1,044	21.5%	35,071

Daily Pivots for day following 12-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.80	109.49	102.05
R3	108.27	105.96	101.08
R2	104.74	104.74	100.76
R1	102.43	102.43	100.43	101.82
PP	101.21	101.21	101.21	100.91
S1	98.90	98.90	99.79	98.29
S2	97.68	97.68	99.46
S3	94.15	95.37	99.14
S4	90.62	91.84	98.17

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	100.00	3.95	3.9%	1.77	1.8%	3%	False	True	7,218
10	103.95	99.15	4.80	4.8%	1.59	1.6%	20%	False	False	6,798
20	103.95	93.40	10.55	10.5%	1.62	1.6%	64%	False	False	5,086
40	103.95	93.40	10.55	10.5%	1.58	1.6%	64%	False	False	4,888

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	118.53
2.618	112.77
1.618	109.24
1.000	107.06
0.618	105.71
HIGH	103.53
0.618	102.18
0.500	101.77
0.382	101.35
LOW	100.00
0.618	97.82
1.000	96.47
1.618	94.29
2.618	90.76
4.250	85.00

Fisher Pivots for day following 12-Jan-2012
Pivot	1 day	3 day
R1	101.77	101.98
PP	101.21	101.35
S1	100.66	100.73

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

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