NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 17-Jan-2012

Day Change Summary
	Previous	Current
	13-Jan-2012	17-Jan-2012	Change	Change %	Previous Week
Open	100.26	101.17	0.91	0.9%	102.75
High	100.26	101.94	1.68	1.7%	103.95
Low	99.37	101.12	1.75	1.8%	99.37
Close	99.82	101.75	1.93	1.9%	99.82
Range	0.89	0.82	-0.07	-7.9%	4.58
ATR	1.74	1.77	0.03	1.5%	0.00
Volume	7,330	9,984	2,654	36.2%	34,700

Daily Pivots for day following 17-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.06	103.73	102.20
R3	103.24	102.91	101.98
R2	102.42	102.42	101.90
R1	102.09	102.09	101.83	102.26
PP	101.60	101.60	101.60	101.69
S1	101.27	101.27	101.67	101.44
S2	100.78	100.78	101.60
S3	99.96	100.45	101.52
S4	99.14	99.63	101.30

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.79	111.88	102.34
R3	110.21	107.30	101.08
R2	105.63	105.63	100.66
R1	102.72	102.72	100.24	101.89
PP	101.05	101.05	101.05	100.63
S1	98.14	98.14	99.40	97.31
S2	96.47	96.47	98.98
S3	91.89	93.56	98.56
S4	87.31	88.98	97.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.95	99.37	4.58	4.5%	1.50	1.5%	52%	False	False	7,492
10	103.95	99.37	4.58	4.5%	1.63	1.6%	52%	False	False	7,975
20	103.95	93.40	10.55	10.4%	1.39	1.4%	79%	False	False	5,430
40	103.95	93.40	10.55	10.4%	1.51	1.5%	79%	False	False	5,137

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	0.21
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	105.43
2.618	104.09
1.618	103.27
1.000	102.76
0.618	102.45
HIGH	101.94
0.618	101.63
0.500	101.53
0.382	101.43
LOW	101.12
0.618	100.61
1.000	100.30
1.618	99.79
2.618	98.97
4.250	97.64

Fisher Pivots for day following 17-Jan-2012
Pivot	1 day	3 day
R1	101.68	101.65
PP	101.60	101.55
S1	101.53	101.45

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

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