NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	107.09	109.50	2.41	2.3%	106.35
High	109.58	110.60	1.02	0.9%	110.60
Low	106.89	109.11	2.22	2.1%	106.19
Close	108.99	110.56	1.57	1.4%	110.56
Range	2.69	1.49	-1.20	-44.6%	4.41
ATR	1.62	1.61	0.00	0.0%	0.00
Volume	15,957	32,014	16,057	100.6%	86,098

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.56	114.05	111.38
R3	113.07	112.56	110.97
R2	111.58	111.58	110.83
R1	111.07	111.07	110.70	111.33
PP	110.09	110.09	110.09	110.22
S1	109.58	109.58	110.42	109.84
S2	108.60	108.60	110.29
S3	107.11	108.09	110.15
S4	105.62	106.60	109.74

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	122.35	120.86	112.99
R3	117.94	116.45	111.77
R2	113.53	113.53	111.37
R1	112.04	112.04	110.96	112.79
PP	109.12	109.12	109.12	109.49
S1	107.63	107.63	110.16	108.38
S2	104.71	104.71	109.75
S3	100.30	103.22	109.35
S4	95.89	98.81	108.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.60	104.68	5.92	5.4%	1.38	1.2%	99%	True	False	20,849
10	110.60	100.70	9.90	9.0%	1.29	1.2%	100%	True	False	17,478
20	110.60	97.59	13.01	11.8%	1.37	1.2%	100%	True	False	15,271
40	110.60	97.59	13.01	11.8%	1.43	1.3%	100%	True	False	11,538

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.93
2.618	114.50
1.618	113.01
1.000	112.09
0.618	111.52
HIGH	110.60
0.618	110.03
0.500	109.86
0.382	109.68
LOW	109.11
0.618	108.19
1.000	107.62
1.618	106.70
2.618	105.21
4.250	102.78

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	110.33	109.96
PP	110.09	109.35
S1	109.86	108.75

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

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