NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	100.39	101.84	1.45	1.4%	101.82
High	102.08	102.04	-0.04	0.0%	103.67
Low	100.36	101.29	0.93	0.9%	99.12
Close	101.64	101.29	-0.35	-0.3%	99.77
Range	1.72	0.75	-0.97	-56.4%	4.55
ATR	1.93	1.84	-0.08	-4.4%	0.00
Volume	9,196	9,422	226	2.5%	39,089

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.79	103.29	101.70
R3	103.04	102.54	101.50
R2	102.29	102.29	101.43
R1	101.79	101.79	101.36	101.67
PP	101.54	101.54	101.54	101.48
S1	101.04	101.04	101.22	100.92
S2	100.79	100.79	101.15
S3	100.04	100.29	101.08
S4	99.29	99.54	100.88

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.50	111.69	102.27
R3	109.95	107.14	101.02
R2	105.40	105.40	100.60
R1	102.59	102.59	100.19	101.72
PP	100.85	100.85	100.85	100.42
S1	98.04	98.04	99.35	97.17
S2	96.30	96.30	98.94
S3	91.75	93.49	98.52
S4	87.20	88.94	97.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.67	99.12	4.55	4.5%	1.94	1.9%	48%	False	False	8,416
10	103.67	99.12	4.55	4.5%	1.68	1.7%	48%	False	False	8,234
20	103.67	93.44	10.23	10.1%	1.34	1.3%	77%	False	False	6,107

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	105.23
2.618	104.00
1.618	103.25
1.000	102.79
0.618	102.50
HIGH	102.04
0.618	101.75
0.500	101.67
0.382	101.58
LOW	101.29
0.618	100.83
1.000	100.54
1.618	100.08
2.618	99.33
4.250	98.10

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	101.67	101.06
PP	101.54	100.83
S1	101.42	100.60

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

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