NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 01-Feb-2012

Day Change Summary
	Previous	Current
	31-Jan-2012	01-Feb-2012	Change	Change %	Previous Week
Open	100.71	100.15	-0.56	-0.6%	98.71
High	102.37	100.71	-1.66	-1.6%	102.15
Low	99.67	98.82	-0.85	-0.9%	98.71
Close	100.04	99.27	-0.77	-0.8%	100.88
Range	2.70	1.89	-0.81	-30.0%	3.44
ATR	1.70	1.71	0.01	0.8%	0.00
Volume	6,368	8,231	1,863	29.3%	33,403

Daily Pivots for day following 01-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.27	104.16	100.31
R3	103.38	102.27	99.79
R2	101.49	101.49	99.62
R1	100.38	100.38	99.44	99.99
PP	99.60	99.60	99.60	99.41
S1	98.49	98.49	99.10	98.10
S2	97.71	97.71	98.92
S3	95.82	96.60	98.75
S4	93.93	94.71	98.23

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	102.37	98.82	3.55	3.6%	1.50	1.5%	13%	False	True	6,534
10	102.84	98.71	4.13	4.2%	1.48	1.5%	14%	False	False	6,757
20	103.95	98.71	5.24	5.3%	1.53	1.5%	11%	False	False	7,514
40	103.95	93.40	10.55	10.6%	1.55	1.6%	56%	False	False	5,476

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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.74
2.618	105.66
1.618	103.77
1.000	102.60
0.618	101.88
HIGH	100.71
0.618	99.99
0.500	99.77
0.382	99.54
LOW	98.82
0.618	97.65
1.000	96.93
1.618	95.76
2.618	93.87
4.250	90.79

Fisher Pivots for day following 01-Feb-2012
Pivot	1 day	3 day
R1	99.77	100.60
PP	99.60	100.15
S1	99.44	99.71

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

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