NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	102.11	102.21	0.10	0.1%	99.65
High	102.21	103.39	1.18	1.2%	102.61
Low	100.25	101.96	1.71	1.7%	98.81
Close	101.32	103.39	2.07	2.0%	101.32
Range	1.96	1.43	-0.53	-27.0%	3.80
ATR	1.72	1.75	0.02	1.4%	0.00
Volume	10,974	12,856	1,882	17.1%	82,801

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.20	106.73	104.18
R3	105.77	105.30	103.78
R2	104.34	104.34	103.65
R1	103.87	103.87	103.52	104.11
PP	102.91	102.91	102.91	103.03
S1	102.44	102.44	103.26	102.68
S2	101.48	101.48	103.13
S3	100.05	101.01	103.00
S4	98.62	99.58	102.60

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.31	110.62	103.41
R3	108.51	106.82	102.37
R2	104.71	104.71	102.02
R1	103.02	103.02	101.67	103.87
PP	100.91	100.91	100.91	101.34
S1	99.22	99.22	100.97	100.07
S2	97.11	97.11	100.62
S3	93.31	95.42	100.28
S4	89.51	91.62	99.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.39	98.81	4.58	4.4%	1.70	1.6%	100%	True	False	15,880
10	103.39	97.37	6.02	5.8%	1.71	1.7%	100%	True	False	13,938
20	103.39	97.37	6.02	5.8%	1.50	1.5%	100%	True	False	10,443
40	103.95	93.40	10.55	10.2%	1.47	1.4%	95%	False	False	7,762
60	103.95	93.40	10.55	10.2%	1.56	1.5%	95%	False	False	6,805

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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.47
2.618	107.13
1.618	105.70
1.000	104.82
0.618	104.27
HIGH	103.39
0.618	102.84
0.500	102.68
0.382	102.51
LOW	101.96
0.618	101.08
1.000	100.53
1.618	99.65
2.618	98.22
4.250	95.88

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	103.15	102.87
PP	102.91	102.34
S1	102.68	101.82

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

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