NYMEX Light Sweet Crude Oil Future September 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	101.25	99.53	-1.72	-1.7%	100.39
High	101.25	100.84	-0.41	-0.4%	102.55
Low	99.43	99.53	0.10	0.1%	99.43
Close	99.61	100.67	1.06	1.1%	99.61
Range	1.82	1.31	-0.51	-28.0%	3.12
ATR	1.82	1.78	-0.04	-2.0%	0.00
Volume	15,360	13,315	-2,045	-13.3%	44,583

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.28	103.78	101.39
R3	102.97	102.47	101.03
R2	101.66	101.66	100.91
R1	101.16	101.16	100.79	101.41
PP	100.35	100.35	100.35	100.47
S1	99.85	99.85	100.55	100.10
S2	99.04	99.04	100.43
S3	97.73	98.54	100.31
S4	96.42	97.23	99.95

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.89	107.87	101.33
R3	106.77	104.75	100.47
R2	103.65	103.65	100.18
R1	101.63	101.63	99.90	101.08
PP	100.53	100.53	100.53	100.26
S1	98.51	98.51	99.32	97.96
S2	97.41	97.41	99.04
S3	94.29	95.39	98.75
S4	91.17	92.27	97.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.55	99.43	3.12	3.1%	1.38	1.4%	40%	False	False	11,579
10	103.67	99.12	4.55	4.5%	1.70	1.7%	34%	False	False	9,698
20	103.67	98.15	5.52	5.5%	1.38	1.4%	46%	False	False	7,286

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.41
2.618	104.27
1.618	102.96
1.000	102.15
0.618	101.65
HIGH	100.84
0.618	100.34
0.500	100.19
0.382	100.03
LOW	99.53
0.618	98.72
1.000	98.22
1.618	97.41
2.618	96.10
4.250	93.96

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	100.51	100.99
PP	100.35	100.88
S1	100.19	100.78

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

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