NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	110.11	109.04	-1.07	-1.0%	106.35
High	110.45	109.81	-0.64	-0.6%	110.60
Low	108.97	107.63	-1.34	-1.2%	106.19
Close	109.64	107.81	-1.83	-1.7%	110.56
Range	1.48	2.18	0.70	47.3%	4.41
ATR	1.61	1.65	0.04	2.5%	0.00
Volume	39,730	21,770	-17,960	-45.2%	86,098

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.96	113.56	109.01
R3	112.78	111.38	108.41
R2	110.60	110.60	108.21
R1	109.20	109.20	108.01	108.81
PP	108.42	108.42	108.42	108.22
S1	107.02	107.02	107.61	106.63
S2	106.24	106.24	107.41
S3	104.06	104.84	107.21
S4	101.88	102.66	106.61

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	106.89	3.71	3.4%	1.70	1.6%	25%	False	False	25,543
10	110.60	102.88	7.72	7.2%	1.35	1.2%	64%	False	False	20,884
20	110.60	97.59	13.01	12.1%	1.46	1.4%	79%	False	False	17,462
40	110.60	97.59	13.01	12.1%	1.49	1.4%	79%	False	False	12,935

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119.08
2.618	115.52
1.618	113.34
1.000	111.99
0.618	111.16
HIGH	109.81
0.618	108.98
0.500	108.72
0.382	108.46
LOW	107.63
0.618	106.28
1.000	105.45
1.618	104.10
2.618	101.92
4.250	98.37

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	108.72	109.12
PP	108.42	108.68
S1	108.11	108.25

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

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