NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	102.56	102.97	0.41	0.4%	99.57
High	103.62	103.99	0.37	0.4%	102.90
Low	102.32	102.88	0.56	0.5%	99.03
Close	103.62	103.24	-0.38	-0.4%	101.62
Range	1.30	1.11	-0.19	-14.6%	3.87
ATR	1.71	1.66	-0.04	-2.5%	0.00
Volume	12,166	7,228	-4,938	-40.6%	82,447

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.70	106.08	103.85
R3	105.59	104.97	103.55
R2	104.48	104.48	103.44
R1	103.86	103.86	103.34	104.17
PP	103.37	103.37	103.37	103.53
S1	102.75	102.75	103.14	103.06
S2	102.26	102.26	103.04
S3	101.15	101.64	102.93
S4	100.04	100.53	102.63

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.79	111.08	103.75
R3	108.92	107.21	102.68
R2	105.05	105.05	102.33
R1	103.34	103.34	101.97	104.20
PP	101.18	101.18	101.18	101.61
S1	99.47	99.47	101.27	100.33
S2	97.31	97.31	100.91
S3	93.44	95.60	100.56
S4	89.57	91.73	99.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.99	100.70	3.29	3.2%	1.20	1.2%	77%	True	False	15,164
10	103.99	97.59	6.40	6.2%	1.44	1.4%	88%	True	False	14,092
20	103.99	97.59	6.40	6.2%	1.41	1.4%	88%	True	False	11,725
40	103.99	93.44	10.55	10.2%	1.40	1.4%	93%	True	False	8,814

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	0.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108.71
2.618	106.90
1.618	105.79
1.000	105.10
0.618	104.68
HIGH	103.99
0.618	103.57
0.500	103.44
0.382	103.30
LOW	102.88
0.618	102.19
1.000	101.77
1.618	101.08
2.618	99.97
4.250	98.16

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	103.44	102.94
PP	103.37	102.64
S1	103.31	102.35

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

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