NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	104.74	106.35	1.61	1.5%	102.56
High	105.29	107.62	2.33	2.2%	105.29
Low	104.68	106.19	1.51	1.4%	102.32
Close	105.04	107.59	2.55	2.4%	105.04
Range	0.61	1.43	0.82	134.4%	2.97
ATR	1.52	1.60	0.08	4.9%	0.00
Volume	18,151	19,879	1,728	9.5%	73,414

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.42	110.94	108.38
R3	109.99	109.51	107.98
R2	108.56	108.56	107.85
R1	108.08	108.08	107.72	108.32
PP	107.13	107.13	107.13	107.26
S1	106.65	106.65	107.46	106.89
S2	105.70	105.70	107.33
S3	104.27	105.22	107.20
S4	102.84	103.79	106.80

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.13	112.05	106.67
R3	110.16	109.08	105.86
R2	107.19	107.19	105.58
R1	106.11	106.11	105.31	106.65
PP	104.22	104.22	104.22	104.49
S1	103.14	103.14	104.77	103.68
S2	101.25	101.25	104.50
S3	98.28	100.17	104.22
S4	95.31	97.20	103.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.62	102.88	4.74	4.4%	0.99	0.9%	99%	True	False	16,225
10	107.62	99.13	8.49	7.9%	1.22	1.1%	100%	True	False	16,328
20	107.62	97.59	10.03	9.3%	1.34	1.2%	100%	True	False	12,985
40	107.62	97.59	10.03	9.3%	1.36	1.3%	100%	True	False	10,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	113.70
2.618	111.36
1.618	109.93
1.000	109.05
0.618	108.50
HIGH	107.62
0.618	107.07
0.500	106.91
0.382	106.74
LOW	106.19
0.618	105.31
1.000	104.76
1.618	103.88
2.618	102.45
4.250	100.11

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	107.36	106.93
PP	107.13	106.28
S1	106.91	105.62

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

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