NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	100.26	101.50	1.24	1.2%	100.31
High	101.52	102.32	0.80	0.8%	102.12
Low	99.13	101.13	2.00	2.0%	97.59
Close	101.03	101.72	0.69	0.7%	100.00
Range	2.39	1.19	-1.20	-50.2%	4.53
ATR	1.71	1.68	-0.03	-1.8%	0.00
Volume	13,557	23,345	9,788	72.2%	55,566

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.29	104.70	102.37
R3	104.10	103.51	102.05
R2	102.91	102.91	101.94
R1	102.32	102.32	101.83	102.62
PP	101.72	101.72	101.72	101.87
S1	101.13	101.13	101.61	101.43
S2	100.53	100.53	101.50
S3	99.34	99.94	101.39
S4	98.15	98.75	101.07

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.49	111.28	102.49
R3	108.96	106.75	101.25
R2	104.43	104.43	100.83
R1	102.22	102.22	100.42	101.06
PP	99.90	99.90	99.90	99.33
S1	97.69	97.69	99.58	96.53
S2	95.37	95.37	99.17
S3	90.84	93.16	98.75
S4	86.31	88.63	97.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.32	97.59	4.73	4.7%	1.56	1.5%	87%	True	False	15,605
10	102.32	97.59	4.73	4.7%	1.55	1.5%	87%	True	False	12,225
20	103.67	97.59	6.08	6.0%	1.62	1.6%	68%	False	False	10,734
40	103.67	93.44	10.23	10.1%	1.49	1.5%	81%	False	False	8,223

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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.38
2.618	105.44
1.618	104.25
1.000	103.51
0.618	103.06
HIGH	102.32
0.618	101.87
0.500	101.73
0.382	101.58
LOW	101.13
0.618	100.39
1.000	99.94
1.618	99.20
2.618	98.01
4.250	96.07

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	101.73	101.37
PP	101.72	101.02
S1	101.72	100.68

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

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