NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	101.38	101.42	0.04	0.0%	98.71
High	102.15	101.65	-0.50	-0.5%	102.15
Low	101.04	100.86	-0.18	-0.2%	98.71
Close	101.04	100.88	-0.16	-0.2%	100.88
Range	1.11	0.79	-0.32	-28.8%	3.44
ATR	1.74	1.67	-0.07	-3.9%	0.00
Volume	7,599	5,670	-1,929	-25.4%	33,403

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.50	102.98	101.31
R3	102.71	102.19	101.10
R2	101.92	101.92	101.02
R1	101.40	101.40	100.95	101.27
PP	101.13	101.13	101.13	101.06
S1	100.61	100.61	100.81	100.48
S2	100.34	100.34	100.74
S3	99.55	99.82	100.66
S4	98.76	99.03	100.45

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.90	109.33	102.77
R3	107.46	105.89	101.83
R2	104.02	104.02	101.51
R1	102.45	102.45	101.20	103.24
PP	100.58	100.58	100.58	100.97
S1	99.01	99.01	100.56	99.80
S2	97.14	97.14	100.25
S3	93.70	95.57	99.93
S4	90.26	92.13	98.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.15	98.71	3.44	3.4%	1.34	1.3%	63%	False	False	6,680
10	103.00	98.71	4.29	4.3%	1.29	1.3%	51%	False	False	7,201
20	103.95	98.71	5.24	5.2%	1.44	1.4%	41%	False	False	7,000
40	103.95	93.40	10.55	10.5%	1.50	1.5%	71%	False	False	5,384

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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.01
2.618	103.72
1.618	102.93
1.000	102.44
0.618	102.14
HIGH	101.65
0.618	101.35
0.500	101.26
0.382	101.16
LOW	100.86
0.618	100.37
1.000	100.07
1.618	99.58
2.618	98.79
4.250	97.50

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	101.26	100.85
PP	101.13	100.81
S1	101.01	100.78

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

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