NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	104.08	103.64	-0.44	-0.4%	99.57
High	104.44	104.62	0.18	0.2%	102.90
Low	103.64	103.62	-0.02	0.0%	99.03
Close	103.98	104.57	0.59	0.6%	101.62
Range	0.80	1.00	0.20	25.0%	3.87
ATR	1.63	1.59	-0.05	-2.8%	0.00
Volume	15,793	20,076	4,283	27.1%	82,447

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.27	106.92	105.12
R3	106.27	105.92	104.85
R2	105.27	105.27	104.75
R1	104.92	104.92	104.66	105.10
PP	104.27	104.27	104.27	104.36
S1	103.92	103.92	104.48	104.10
S2	103.27	103.27	104.39
S3	102.27	102.92	104.30
S4	101.27	101.92	104.02

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	104.62	100.70	3.92	3.7%	1.20	1.1%	99%	True	False	14,107
10	104.62	98.55	6.07	5.8%	1.29	1.2%	99%	True	False	15,309
20	104.62	97.59	7.03	6.7%	1.40	1.3%	99%	True	False	12,517
40	104.62	95.59	9.03	8.6%	1.38	1.3%	99%	True	False	9,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.87
2.618	107.24
1.618	106.24
1.000	105.62
0.618	105.24
HIGH	104.62
0.618	104.24
0.500	104.12
0.382	104.00
LOW	103.62
0.618	103.00
1.000	102.62
1.618	102.00
2.618	101.00
4.250	99.37

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	104.42	104.30
PP	104.27	104.02
S1	104.12	103.75

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

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