NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	106.35	107.15	0.80	0.8%	102.56
High	107.62	107.62	0.00	0.0%	105.29
Low	106.19	106.96	0.77	0.7%	102.32
Close	107.59	107.55	-0.04	0.0%	105.04
Range	1.43	0.66	-0.77	-53.8%	2.97
ATR	1.60	1.53	-0.07	-4.2%	0.00
Volume	19,879	18,248	-1,631	-8.2%	73,414

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	109.36	109.11	107.91
R3	108.70	108.45	107.73
R2	108.04	108.04	107.67
R1	107.79	107.79	107.61	107.92
PP	107.38	107.38	107.38	107.44
S1	107.13	107.13	107.49	107.26
S2	106.72	106.72	107.43
S3	106.06	106.47	107.37
S4	105.40	105.81	107.19

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	103.62	4.00	3.7%	0.90	0.8%	98%	True	False	18,429
10	107.62	100.70	6.92	6.4%	1.05	1.0%	99%	True	False	16,797
20	107.62	97.59	10.03	9.3%	1.33	1.2%	99%	True	False	13,693
40	107.62	97.59	10.03	9.3%	1.35	1.3%	99%	True	False	10,431

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.43
2.618	109.35
1.618	108.69
1.000	108.28
0.618	108.03
HIGH	107.62
0.618	107.37
0.500	107.29
0.382	107.21
LOW	106.96
0.618	106.55
1.000	106.30
1.618	105.89
2.618	105.23
4.250	104.16

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	107.46	107.08
PP	107.38	106.62
S1	107.29	106.15

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

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