NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	101.50	102.29	0.79	0.8%	100.31
High	102.32	102.90	0.58	0.6%	102.12
Low	101.13	102.29	1.16	1.1%	97.59
Close	101.72	102.88	1.16	1.1%	100.00
Range	1.19	0.61	-0.58	-48.7%	4.53
ATR	1.68	1.65	-0.04	-2.1%	0.00
Volume	23,345	17,812	-5,533	-23.7%	55,566

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.52	104.31	103.22
R3	103.91	103.70	103.05
R2	103.30	103.30	102.99
R1	103.09	103.09	102.94	103.20
PP	102.69	102.69	102.69	102.74
S1	102.48	102.48	102.82	102.59
S2	102.08	102.08	102.77
S3	101.47	101.87	102.71
S4	100.86	101.26	102.54

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	102.90	98.55	4.35	4.2%	1.38	1.3%	100%	True	False	16,512
10	102.90	97.59	5.31	5.2%	1.45	1.4%	100%	True	False	13,063
20	103.67	97.59	6.08	5.9%	1.58	1.5%	87%	False	False	11,286
40	103.67	93.44	10.23	9.9%	1.48	1.4%	92%	False	False	8,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.48
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	105.49
2.618	104.50
1.618	103.89
1.000	103.51
0.618	103.28
HIGH	102.90
0.618	102.67
0.500	102.60
0.382	102.52
LOW	102.29
0.618	101.91
1.000	101.68
1.618	101.30
2.618	100.69
4.250	99.70

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	102.79	102.26
PP	102.69	101.64
S1	102.60	101.02

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

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