NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	100.31	98.98	-1.33	-1.3%	99.53
High	100.87	99.11	-1.76	-1.7%	102.30
Low	99.13	97.59	-1.54	-1.6%	99.27
Close	99.43	98.39	-1.04	-1.0%	100.91
Range	1.74	1.52	-0.22	-12.6%	3.03
ATR	1.69	1.70	0.01	0.6%	0.00
Volume	10,422	13,277	2,855	27.4%	41,712

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.92	102.18	99.23
R3	101.40	100.66	98.81
R2	99.88	99.88	98.67
R1	99.14	99.14	98.53	98.75
PP	98.36	98.36	98.36	98.17
S1	97.62	97.62	98.25	97.23
S2	96.84	96.84	98.11
S3	95.32	96.10	97.97
S4	93.80	94.58	97.55

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.92	108.44	102.58
R3	106.89	105.41	101.74
R2	103.86	103.86	101.47
R1	102.38	102.38	101.19	103.12
PP	100.83	100.83	100.83	101.20
S1	99.35	99.35	100.63	100.09
S2	97.80	97.80	100.35
S3	94.77	96.32	100.08
S4	91.74	93.29	99.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.12	97.59	4.53	4.6%	1.52	1.5%	18%	False	True	9,614
10	102.30	97.59	4.71	4.8%	1.50	1.5%	17%	False	True	9,724
20	103.67	97.59	6.08	6.2%	1.58	1.6%	13%	False	True	8,976

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 3 trading days

Fibonacci Retracements and Extensions
4.250	105.57
2.618	103.09
1.618	101.57
1.000	100.63
0.618	100.05
HIGH	99.11
0.618	98.53
0.500	98.35
0.382	98.17
LOW	97.59
0.618	96.65
1.000	96.07
1.618	95.13
2.618	93.61
4.250	91.13

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	98.38	99.86
PP	98.36	99.37
S1	98.35	98.88

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

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