NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	100.40	98.71	-1.69	-1.7%	101.17
High	100.40	101.00	0.60	0.6%	103.00
Low	99.38	98.71	-0.67	-0.7%	99.38
Close	99.62	100.69	1.07	1.1%	99.62
Range	1.02	2.29	1.27	124.5%	3.62
ATR	1.79	1.83	0.04	2.0%	0.00
Volume	8,564	10,099	1,535	17.9%	31,284

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.00	106.14	101.95
R3	104.71	103.85	101.32
R2	102.42	102.42	101.11
R1	101.56	101.56	100.90	101.99
PP	100.13	100.13	100.13	100.35
S1	99.27	99.27	100.48	99.70
S2	97.84	97.84	100.27
S3	95.55	96.98	100.06
S4	93.26	94.69	99.43

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	98.71	4.29	4.3%	1.52	1.5%	46%	False	True	8,276
10	103.95	98.71	5.24	5.2%	1.59	1.6%	38%	False	True	7,608
20	103.95	98.57	5.38	5.3%	1.43	1.4%	39%	False	False	6,305
40	103.95	93.40	10.55	10.5%	1.52	1.5%	69%	False	False	5,175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110.73
2.618	107.00
1.618	104.71
1.000	103.29
0.618	102.42
HIGH	101.00
0.618	100.13
0.500	99.86
0.382	99.58
LOW	98.71
0.618	97.29
1.000	96.42
1.618	95.00
2.618	92.71
4.250	88.98

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	100.41	100.78
PP	100.13	100.75
S1	99.86	100.72

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

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