NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	102.32	100.40	-1.92	-1.9%	101.17
High	102.84	100.40	-2.44	-2.4%	103.00
Low	101.35	99.38	-1.97	-1.9%	99.38
Close	101.52	99.62	-1.90	-1.9%	99.62
Range	1.49	1.02	-0.47	-31.5%	3.62
ATR	1.76	1.79	0.03	1.5%	0.00
Volume	6,203	8,564	2,361	38.1%	31,284

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.86	102.26	100.18
R3	101.84	101.24	99.90
R2	100.82	100.82	99.81
R1	100.22	100.22	99.71	100.01
PP	99.80	99.80	99.80	99.70
S1	99.20	99.20	99.53	98.99
S2	98.78	98.78	99.43
S3	97.76	98.18	99.34
S4	96.74	97.16	99.06

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.53	109.19	101.61
R3	107.91	105.57	100.62
R2	104.29	104.29	100.28
R1	101.95	101.95	99.95	101.31
PP	100.67	100.67	100.67	100.35
S1	98.33	98.33	99.29	97.69
S2	97.05	97.05	98.96
S3	93.43	94.71	98.62
S4	89.81	91.09	97.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.00	99.37	3.63	3.6%	1.24	1.2%	7%	False	False	7,722
10	103.95	99.37	4.58	4.6%	1.51	1.5%	5%	False	False	7,470
20	103.95	97.68	6.27	6.3%	1.37	1.4%	31%	False	False	5,963
40	103.95	93.40	10.55	10.6%	1.47	1.5%	59%	False	False	5,028

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.16
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.74
2.618	103.07
1.618	102.05
1.000	101.42
0.618	101.03
HIGH	100.40
0.618	100.01
0.500	99.89
0.382	99.77
LOW	99.38
0.618	98.75
1.000	98.36
1.618	97.73
2.618	96.71
4.250	95.05

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	99.89	101.19
PP	99.80	100.67
S1	99.71	100.14

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

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